Pages that link to "Item:Q2442574"
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The following pages link to Principal components estimation and identification of static factors (Q2442574):
Displaying 50 items.
- Sufficient forecasting using factor models (Q75240) (← links)
- Two-directional simultaneous inference for high-dimensional models (Q79412) (← links)
- Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity (Q114808) (← links)
- Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity (Q114810) (← links)
- Statistical analysis of factor models of high dimension (Q450044) (← links)
- Tests of equal accuracy for nested models with estimated factors (Q524817) (← links)
- Exact and asymptotic tests on a factor model in low and large dimensions with applications (Q739589) (← links)
- Estimation and inference of dynamic structural factor models with over-identifying restrictions (Q1652946) (← links)
- Double instrumental variable estimation of interaction models with big data (Q1676366) (← links)
- Using principal component analysis to estimate a high dimensional factor model with high-frequency data (Q1676387) (← links)
- Heterogeneity adjustment with applications to graphical model inference (Q1711558) (← links)
- Consistent estimation of time-varying loadings in high-dimensional factor models (Q1739877) (← links)
- Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification (Q1740344) (← links)
- Confidence intervals in regressions with estimated factors and idiosyncratic components (Q1782308) (← links)
- A note on the asymptotic properties of least squares estimation in high dimensional constrained factor models (Q1788006) (← links)
- A spatial panel quantile model with unobserved heterogeneity (Q2106401) (← links)
- Statistical inference for principal components of spiked covariance matrices (Q2131269) (← links)
- Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications (Q2137016) (← links)
- Measuring dynamic pandemic-related policy effects: a time-varying parameter multi-level dynamic factor model approach (Q2152312) (← links)
- Nearest comoment estimation with unobserved factors (Q2190230) (← links)
- Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure (Q2224986) (← links)
- Bootstrapping factor models with cross sectional dependence (Q2227057) (← links)
- Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects (Q2227062) (← links)
- Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models (Q2236863) (← links)
- A semiparametric latent factor model for large scale temporal data with heteroscedasticity (Q2237806) (← links)
- Testing for international business cycles: a multilevel factor model with stochastic factor selection (Q2246611) (← links)
- Principal envelope model (Q2301089) (← links)
- Rank regularized estimation of approximate factor models (Q2323367) (← links)
- The quantitative effects of tax foresight: not all states are equal (Q2338518) (← links)
- Large covariance estimation through elliptical factor models (Q2413594) (← links)
- Bootstrapping factor-augmented regression models (Q2451810) (← links)
- Identification theory for high dimensional static and dynamic factor models (Q2512530) (← links)
- Factor models with local factors -- determining the number of relevant factors (Q2673197) (← links)
- Identifying latent factors based on high-frequency data (Q2688663) (← links)
- Manifold Optimization-Assisted Gaussian Variational Approximation (Q5066480) (← links)
- Bootstrap Inference in Regressions with Estimated Factors and Serial Correlation (Q5251510) (← links)
- Eigendecomposition of the Mean-Variance Portfolio Optimization Model (Q5270514) (← links)
- Model selection in factor-augmented regressions with estimated factors (Q5862416) (← links)
- Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components (Q5870780) (← links)
- Projected principal component analysis in factor models (Q5963521) (← links)
- High-Dimensional Factor Regression for Heterogeneous Subpopulations (Q6039856) (← links)
- High-dimensional latent panel quantile regression with an application to asset pricing (Q6046304) (← links)
- On Generalized Latent Factor Modeling and Inference for High-Dimensional Binomial Data (Q6079715) (← links)
- Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models (Q6093785) (← links)
- Parametric estimation of long memory in factor models (Q6108311) (← links)
- Binary response models for heterogeneous panel data with interactive fixed effects (Q6108322) (← links)
- Approximate factor models with weaker loadings (Q6108332) (← links)
- Likelihood approach to dynamic panel models with interactive effects (Q6118710) (← links)
- Large factor model estimation by nuclear norm plus \(\ell_1\) norm penalization (Q6183693) (← links)
- The sparse dynamic factor model: a regularised quasi-maximum likelihood approach (Q6494410) (← links)
