Pages that link to "Item:Q506051"

The following pages link to Determining the number of factors when the number of factors can increase with sample size (Q506051):

Displayed 17 items.

• Exact and asymptotic tests on a factor model in low and large dimensions with applications (Q739589) ‎ (← links)
• Determination of vector error correction models in high dimensions (Q1739869) ‎ (← links)
• Rank determination in tensor factor model (Q2136659) ‎ (← links)
• Efficient estimation of heterogeneous coefficients in panel data models with common shocks (Q2173185) ‎ (← links)
• Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects (Q2227062) ‎ (← links)
• Inferences in panel data with interactive effects using large covariance matrices (Q2398975) ‎ (← links)
• Group fused Lasso for large factor models with multiple structural breaks (Q2688655) ‎ (← links)
• Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients (Q5111851) ‎ (← links)
• THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS (Q5384842) ‎ (← links)
• Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components (Q5870780) ‎ (← links)
• Estimating Number of Factors by Adjusted Eigenvalues Thresholding (Q5885109) ‎ (← links)
• Learning Latent Factors From Diversified Projections and Its Applications to Over-Estimated and Weak Factors (Q5885115) ‎ (← links)
• Linear panel regressions with two-way unobserved heterogeneity (Q6090548) ‎ (← links)
• Shrinkage estimation of multiple threshold factor models (Q6108331) ‎ (← links)
• On determination of the number of factors in an approximate factor model (Q6138244) ‎ (← links)
• Forecasting a Nonstationary Time Series Using a Mixture of Stationary and Nonstationary Factors as Predictors (Q6150354) ‎ (← links)
• Mining the factor zoo: estimation of latent factor models with sufficient proxies (Q6150517) ‎ (← links)