Pages that link to "Item:Q291634"
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The following pages link to Are more data always better for factor analysis? (Q291634):
Displaying 50 items.
- A two-step estimator for large approximate dynamic factor models based on Kalman filtering (Q58366) (← links)
- Sufficient forecasting using factor models (Q75240) (← links)
- Forecasting economic time series using targeted predictors (Q299223) (← links)
- Forecasting with factor-augmented regression: a frequentist model averaging approach (Q494163) (← links)
- The three-pass regression filter: a new approach to forecasting using many predictors (Q494165) (← links)
- Asymptotic analysis of the squared estimation error in misspecified factor models (Q494175) (← links)
- Asymptotics of the principal components estimator of large factor models with weakly influential factors (Q527936) (← links)
- Estimation of high-dimensional linear factor models with grouped variables (Q764504) (← links)
- Information, data dimension and factor structure (Q765833) (← links)
- High-dimensional two-sample mean vectors test and support recovery with factor adjustment (Q830606) (← links)
- Interpolation and backdating with a large information set (Q959707) (← links)
- Forecast comparison of principal component regression and principal covariate regression (Q1019994) (← links)
- Revisiting useful approaches to data-rich macroeconomic forecasting (Q1659116) (← links)
- Real-time factor model forecasting and the effects of instability (Q1659156) (← links)
- Double instrumental variable estimation of interaction models with big data (Q1676366) (← links)
- Tactical sales forecasting using a very large set of macroeconomic indicators (Q1681509) (← links)
- Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction (Q1739867) (← links)
- Dynamic factor analysis for short panels: estimating performance trajectories for water utilities (Q1742849) (← links)
- Confidence intervals in regressions with estimated factors and idiosyncratic components (Q1782308) (← links)
- Panel models with interactive effects (Q1792467) (← links)
- In search for yield? Survey-based evidence on bank risk taking (Q1994540) (← links)
- Clustering and forecasting multiple functional time series (Q2080765) (← links)
- Subdata selection algorithm for linear model discrimination (Q2110346) (← links)
- Inference in latent factor regression with clusterable features (Q2137004) (← links)
- A fragmented-periodogram approach for clustering big data time series (Q2183658) (← links)
- Generalized dynamic factor models and volatilities: consistency, rates, and prediction intervals (Q2305972) (← links)
- Rank regularized estimation of approximate factor models (Q2323367) (← links)
- Did financial factors matter during the Great Recession? (Q2328506) (← links)
- Dynamic factor models with infinite-dimensional factor spaces: one-sided representations (Q2343813) (← links)
- Factor-GMM estimation with large sets of possibly weak instruments (Q2445717) (← links)
- Bayesian variable selection and model averaging in the arbitrage pricing theory model (Q2445778) (← links)
- Forecasting by factors, by variables, by both or neither? (Q2453089) (← links)
- Forecasting financial and macroeconomic variables using data reduction methods: new empirical evidence (Q2511793) (← links)
- Large-dimensional dynamic factor models: estimation of impulse-response functions with I(1) cointegrated factors (Q2658756) (← links)
- Revisiting the location of FDI in China: a panel data approach with heterogeneous shocks (Q2658757) (← links)
- Factor models with local factors -- determining the number of relevant factors (Q2673197) (← links)
- Can we use seasonally adjusted variables in dynamic factor models? (Q2687876) (← links)
- Estimation of Common Factors under Cross-Sectional and Temporal Aggregation Constraints (Q2889639) (← links)
- Quantile regression models with factor‐augmented predictors and information criterion (Q3018487) (← links)
- Are disaggregate data useful for factor analysis in forecasting French GDP? (Q3065498) (← links)
- GDP nowcasting with ragged-edge data: a semi-parametric modeling (Q3065503) (← links)
- Forecasting using targeted diffusion indexes (Q3065519) (← links)
- Model selection for generalized linear models with factor-augmented predictors (Q3077468) (← links)
- Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK (Q3166696) (← links)
- Does a lot help a lot? Forecasting stock returns with pooling strategies in a data‐rich environment (Q4687660) (← links)
- Large Covariance Estimation by Thresholding Principal Orthogonal Complements (Q5743151) (← links)
- Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models (Q6093785) (← links)
- Large volatility matrix analysis using global and national factor models (Q6108334) (← links)
- Factor models for high‐dimensional functional time series II: Estimation and forecasting (Q6135372) (← links)
- Advances in nowcasting economic activity: the role of heterogeneous dynamics and fat tails (Q6193076) (← links)
