Pages that link to "Item:Q527936"

The following pages link to Asymptotics of the principal components estimator of large factor models with weakly influential factors (Q527936):

Displaying 15 items.

• Statistical inference in a random coefficient panel model (Q284298) (← links)
• On conditions in central limit theorems for martingale difference arrays (Q397938) (← 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)
• Unexplained factors and their effects on second pass \(R\)-squared's (Q496150) (← links)
• On sample eigenvalues in a generalized spiked population model (Q765838) (← links)
• Shrinkage estimation of dynamic panel data models with interactive fixed effects (Q894645) (← links)
• Efficient estimation of approximate factor models via penalized maximum likelihood (Q898581) (← links)
• Parameter cascading for panel models with unknown number of unobserved factors: an application to the credit spread puzzle (Q1623512) (← links)
• Revisiting useful approaches to data-rich macroeconomic forecasting (Q1659116) (← links)
• Robust covariance estimation for approximate factor models (Q1739628) (← links)
• Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models (Q1755119) (← links)
• A note on the CLT of the LSS for sample covariance matrix from a spiked population model (Q2252894) (← links)
• Large dimensional latent factor modeling with missing observations and applications to causal inference (Q2688665) (← links)