Pages that link to "Item:Q5389953"
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The following pages link to EFFICIENT ESTIMATION OF FACTOR MODELS (Q5389953):
Displayed 6 items.
- Forecasting with factor-augmented regression: a frequentist model averaging approach (Q494163) (← links)
- Efficient estimation of nonstationary factor models (Q505082) (← links)
- On bootstrapping panel factor series (Q528127) (← links)
- Efficient estimation of approximate factor models via penalized maximum likelihood (Q898581) (← links)
- Inferences in panel data with interactive effects using large covariance matrices (Q2398975) (← links)
- TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS (Q3453252) (← links)