Pages that link to "Item:Q292037"

The following pages link to Evaluating latent and observed factors in macroeconomics and finance (Q292037):

Displaying 24 items.

• Structural analysis with multivariate autoregressive index models (Q281034) (← links)
• Detecting big structural breaks in large factor models (Q469568) (← links)
• Unexplained factors and their effects on second pass \(R\)-squared's (Q496150) (← links)
• On bootstrapping panel factor series (Q528127) (← links)
• Nonparametric estimation of a latent variable model (Q730430) (← links)
• Common factors in credit defaults swap markets (Q740092) (← links)
• Shrinkage estimation of dynamic panel data models with interactive fixed effects (Q894645) (← links)
• Detecting irrelevant variables in possible proxies for the latent factors in macroeconomics and finance (Q1730160) (← links)
• Large-dimensional factor modeling based on high-frequency observations (Q1739630) (← links)
• Knowing factors or factor loadings, or neither? Evaluating estimators of large covariance matrices with noisy and asynchronous data (Q1739632) (← links)
• Statistical inference for principal components of spiked covariance matrices (Q2131269) (← links)
• Detecting granular time series in large panels (Q2224994) (← links)
• Testing for individual and time effects in panel data models with interactive effects (Q2345165) (← links)
• Specification test for panel data models with interactive fixed effects (Q2346028) (← links)
• Limit theory for panel data models with cross sectional dependence and sequential exogeneity (Q2439864) (← links)
• A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors (Q2442401) (← links)
• Forecasting financial and macroeconomic variables using data reduction methods: new empirical evidence (Q2511793) (← links)
• Business cycle and corporate failure in France: Is there a link? (Q2642587) (← links)
• Detection of units with pervasive effects in large panel data models (Q2658758) (← links)
• Identifying latent factors based on high-frequency data (Q2688663) (← links)
• Multi-level factor analysis of bond risk premia (Q2691724) (← links)
• Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Large Scale Macroeconomic Time Series Environments (Q3063856) (← links)
• Uniform predictive inference for factor models with instrumental and idiosyncratic betas (Q6090585) (← links)
• Testing factors in CCE (Q6093784) (← links)