Pages that link to "Item:Q3653231"
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The following pages link to Testing Hypotheses About the Number of Factors in Large Factor Models (Q3653231):
Displayed 33 items.
- Bayesian exploratory factor analysis (Q118626) (← links)
- On the Tracy-Widom approximation of Studentized extreme eigenvalues of Wishart matrices (Q272083) (← links)
- Asymptotic power of sphericity tests for high-dimensional data (Q366967) (← links)
- Detecting big structural breaks in large factor models (Q469568) (← links)
- Factor-augmented regression models with structural change (Q500558) (← links)
- Determining the number of factors when the number of factors can increase with sample size (Q506051) (← links)
- Identification and estimation of a large factor model with structural instability (Q506054) (← links)
- On the determination of the number of factors using information criteria with data-driven penalty (Q513695) (← links)
- Large panels with common factors and spatial correlation (Q530595) (← links)
- Estimation of high-dimensional linear factor models with grouped variables (Q764504) (← links)
- Information, data dimension and factor structure (Q765833) (← links)
- Shrinkage estimation of dynamic panel data models with interactive fixed effects (Q894645) (← links)
- Parameter cascading for panel models with unknown number of unobserved factors: an application to the credit spread puzzle (Q1623512) (← links)
- Transformed contribution ratio test for the number of factors in static approximate factor models (Q1654280) (← links)
- A necessary and sufficient condition for edge universality at the largest singular values of covariance matrices (Q1661567) (← links)
- Projection tests for high-dimensional spiked covariance matrices (Q1755108) (← links)
- Eigenvalue difference test for the number of common factors in the approximate factor models (Q1787690) (← links)
- Likelihood ratio test for partial sphericity in high and ultra-high dimensions (Q2011514) (← links)
- A note on the CLT of the LSS for sample covariance matrix from a spiked population model (Q2252894) (← links)
- Universality for the largest eigenvalue of sample covariance matrices with general population (Q2338931) (← links)
- Tests for overidentifying restrictions in factor-augmented VAR models (Q2343754) (← links)
- Dynamic factor models with infinite-dimensional factor spaces: one-sided representations (Q2343813) (← links)
- Specification test for panel data models with interactive fixed effects (Q2346028) (← links)
- Hypergeometric functions of matrix arguments and linear statistics of multi-spiked Hermitian matrix models (Q2350056) (← links)
- Dynamic factor models with infinite-dimensional factor space: asymptotic analysis (Q2397725) (← links)
- Estimation of the number of spikes, possibly equal, in the high-dimensional case (Q2443265) (← links)
- Factor models in high-dimensional time series: A time-domain approach (Q2447649) (← links)
- Random matrix theory in statistics: a review (Q2453609) (← links)
- Universality of covariance matrices (Q2454401) (← links)
- Limiting spectral distribution of a symmetrized auto-cross covariance matrix (Q2454407) (← links)
- FACTOR UNIQUENESS IN THE S&P 500 UNIVERSE: CAN PROPRIETARY FACTORS EXIST? (Q2842533) (← 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)