Pages that link to "Item:Q5474964"
From MaRDI portal
The following pages link to Determining the Number of Factors in Approximate Factor Models (Q5474964):
Displayed 50 items.
- A Panel Unit Root Test with Good Power in Small Samples (Q3183722) (← links)
- Double unit root tests for cross-sectionally dependent panel data (Q3183852) (← links)
- D-CCA: A Decomposition-Based Canonical Correlation Analysis for High-Dimensional Datasets (Q3304854) (← links)
- ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION (Q3377454) (← links)
- Asymptotics for the systematic and idiosyncratic volatility with large dimensional high-frequency data (Q3387056) (← links)
- TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS (Q3453252) (← links)
- Determining the Number of Factors and Lag Order in Dynamic Factor Models: A Minimum Entropy Approach (Q3518455) (← links)
- Factor analysis in a model with rational expectations (Q3521274) (← links)
- A bootstrap procedure for panel data sets with many cross-sectional units (Q3521281) (← links)
- An Extended Portmanteau Test for VARMA Models With Mixing Nonlinear Constraints (Q3552848) (← links)
- Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling (Q3557574) (← links)
- Determining the number of factors in a multivariate error correction-volatility factor model (Q3566437) (← links)
- PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION (Q3580635) (← links)
- TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE (Q3632373) (← links)
- Dynamic factor long memory volatility (Q4555133) (← links)
- Online learning of time-varying stochastic factor structure by variational sequential Bayesian factor analysis (Q4555142) (← links)
- Dissecting the financial cycle with dynamic factor models (Q4555202) (← links)
- Multilateral Resistance and the Euro Effects on Trade Flows (Q4555378) (← links)
- Challenges for Panel Financial Analysis (Q4558820) (← links)
- Robust High-Dimensional Volatility Matrix Estimation for High-Frequency Factor Model (Q4559707) (← links)
- A Randomized Sequential Procedure to Determine the Number of Factors (Q4559712) (← links)
- Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets (Q4561854) (← links)
- MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE (Q4563765) (← links)
- ASYMPTOTIC THEORY FOR SPECTRAL DENSITY ESTIMATES OF GENERAL MULTIVARIATE TIME SERIES (Q4599615) (← links)
- (Q4633031) (← links)
- PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (Q4653563) (← links)
- Does a lot help a lot? Forecasting stock returns with pooling strategies in a data‐rich environment (Q4687660) (← links)
- Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series (Q4690952) (← links)
- Embracing the Blessing of Dimensionality in Factor Models (Q4690965) (← links)
- Bias correction for time series factor models (Q4960630) (← links)
- Invariant Inference and Efficient Computation in the Static Factor Model (Q4962447) (← links)
- Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series (Q4962456) (← links)
- (Q4969045) (← links)
- Weighted‐Covariance Factor Decomposition of Varma Models Applied to Forecasting Quarterly U.S. Real GDP at Monthly Intervals (Q4973952) (← links)
- TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS (Q4979493) (← links)
- (Q4998876) (← links)
- (Q4998879) (← links)
- Smart Alpha: active management with unstable and latent factors (Q5014225) (← links)
- ESTIMATION OF TIME-VARYING COVARIANCE MATRICES FOR LARGE DATASETS (Q5024496) (← links)
- Stock return predictability: A factor-augmented predictive regression system with shrinkage method (Q5034238) (← links)
- Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency (Q5034246) (← links)
- Improving the finite sample performance of autoregression estimators in dynamic factor models: A bootstrap approach (Q5034258) (← links)
- Wavelet estimation for factor models with time-varying loadings (Q5063217) (← links)
- A self-reliant projected information criterion for the number of factors (Q5077197) (← links)
- A multi-step procedure to determine the number of factors in large approximate factor models (Q5078883) (← links)
- A criterion for the number of factors (Q5078906) (← links)
- Estimation of population column proportions of 1’s in survey type designs (Q5079154) (← links)
- Asymptotics for Panel Models with Common Shocks (Q5080153) (← links)
- Cross-Sectional Dependence in Panel Data Analysis (Q5080156) (← links)
- A Predictive Approach for Selection of Diffusion Index Models (Q5080438) (← links)