Pages that link to "Item:Q527936"
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The following pages link to Asymptotics of the principal components estimator of large factor models with weakly influential factors (Q527936):
Displayed 26 items.
- Bi-cross-validation for factor analysis (Q104117) (← links)
- Statistical inference in a random coefficient panel model (Q284298) (← links)
- Sparse principal component analysis and iterative thresholding (Q355104) (← 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)
- Heterogeneity adjustment with applications to graphical model inference (Q1711558) (← links)
- Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models (Q1755119) (← links)
- Panel models with interactive effects (Q1792467) (← links)
- Estimation of large dimensional factor models with an unknown number of breaks (Q1792477) (← links)
- A note on the CLT of the LSS for sample covariance matrix from a spiked population model (Q2252894) (← links)
- Optimal estimation and rank detection for sparse spiked covariance matrices (Q2343031) (← links)
- On the Marčenko-Pastur law for linear time series (Q2343959) (← links)
- Bootstrapping factor-augmented regression models (Q2451810) (← links)
- Random matrix theory in statistics: a review (Q2453609) (← links)
- Limiting spectral distribution of a symmetrized auto-cross covariance matrix (Q2454407) (← links)
- Weak and strong cross‐section dependence and estimation of large panels (Q3018486) (← links)
- A Randomized Sequential Procedure to Determine the Number of Factors (Q4559712) (← links)
- Discussion of ``Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation'' (Q5965317) (← links)