Pages that link to "Item:Q4610822"

The following pages link to Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities (Q4610822):

Displaying 28 items.

• Identification and estimation of a large factor model with structural instability (Q506054) (← links)
• Estimation of high dimensional factor model with multiple threshold-type regime shifts (Q830479) (← links)
• Shrinkage estimation of dynamic panel data models with interactive fixed effects (Q894645) (← links)
• Simultaneous multiple change-point and factor analysis for high-dimensional time series (Q1668579) (← links)
• Testing for common breaks in a multiple equations system (Q1745616) (← links)
• On testing for structural break of coefficients in factor-augmented regression models (Q1786799) (← links)
• Estimation of large dimensional factor models with an unknown number of breaks (Q1792477) (← links)
• Nonparametric estimation of large covariance matrices with conditional sparsity (Q2024473) (← links)
• Sequential testing for structural stability in approximate factor models (Q2186663) (← links)
• Estimating and testing high dimensional factor models with multiple structural changes (Q2224981) (← links)
• Heterogeneous structural breaks in panel data models (Q2224988) (← links)
• Estimation and inference of change points in high-dimensional factor models (Q2227075) (← links)
• On time-varying factor models: estimation and testing (Q2294514) (← links)
• Testing for the null of block zero restrictions in common factor models (Q2300345) (← links)
• Variable selection in panel models with breaks (Q2323384) (← links)
• Determining the number of breaks in large dimensional factor models with structural changes (Q2659950) (← links)
• Estimation of panel group structure models with structural breaks in group memberships and coefficients (Q2688649) (← links)
• Group fused Lasso for large factor models with multiple structural breaks (Q2688655) (← links)
• Quasi-maximum likelihood estimation of break point in high-dimensional factor models (Q2688659) (← links)
• Testing for structural changes in large dimensional factor models via discrete Fourier transform (Q2688666) (← links)
• TESTING FOR STRUCTURAL CHANGES IN FACTOR MODELS VIA A NONPARAMETRIC REGRESSION (Q5859565) (← links)
• Testing for time-varying factor loadings in high-dimensional factor models (Q5867577) (← links)
• Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components (Q5870780) (← links)
• Comparing forecasting performance in cross-sections (Q6090568) (← links)
• Shrinkage estimation of multiple threshold factor models (Q6108331) (← links)
• Determining the number of change-points in high-dimensional factor models by cross-validation with matrix completion (Q6140019) (← links)
• Change-point testing for parallel data sets with FDR control (Q6168912) (← links)
• The likelihood ratio test for structural changes in factor models (Q6193072) (← links)