Pages that link to "Item:Q613167"
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The following pages link to Improved penalization for determining the number of factors in approximate factor models (Q613167):
Displaying 50 items.
- Sufficient forecasting using factor models (Q75240) (← links)
- Bi-cross-validation for factor analysis (Q104117) (← links)
- Asymptotic analysis of the squared estimation error in misspecified factor models (Q494175) (← links)
- Determining the number of factors when the number of factors can increase with sample size (Q506051) (← links)
- Least squares estimation of large dimensional threshold factor models (Q506056) (← links)
- On the determination of the number of factors using information criteria with data-driven penalty (Q513695) (← links)
- Dynamic mortality factor model with conditional heteroskedasticity (Q659163) (← links)
- Efficient estimation of approximate factor models via penalized maximum likelihood (Q898581) (← links)
- Transformed contribution ratio test for the number of factors in static approximate factor models (Q1654280) (← links)
- Recent developments in high dimensional covariance estimation and its related issues, a review (Q1657856) (← links)
- Simultaneous multiple change-point and factor analysis for high-dimensional time series (Q1668579) (← links)
- Generalized dynamic factor models and volatilities: estimation and forecasting (Q1676377) (← links)
- Using principal component analysis to estimate a high dimensional factor model with high-frequency data (Q1676387) (← links)
- Eigenvalue difference test for the number of common factors in the approximate factor models (Q1787690) (← links)
- Robust factor number specification for large-dimensional elliptical factor model (Q2008233) (← links)
- Factor dimension determination for panel interactive effects models: an orthogonal projection approach (Q2033299) (← links)
- A wavelet method for panel models with jump discontinuities in the parameters (Q2074601) (← links)
- Rank determination in tensor factor model (Q2136659) (← links)
- Fundamental bubbles in equity markets (Q2156535) (← links)
- Sequential testing for structural stability in approximate factor models (Q2186663) (← links)
- Consistent estimation of high-dimensional factor models when the factor number is over-estimated (Q2192324) (← links)
- Nonlinear factor models for network and panel data (Q2224978) (← links)
- Impairment of monetary autonomy: case of ``trilemma`` vs. ``duo'' (Q2315405) (← links)
- Did financial factors matter during the Great Recession? (Q2328506) (← links)
- A diagnostic criterion for approximate factor structure (Q2330733) (← links)
- Dynamic factor models with infinite-dimensional factor spaces: one-sided representations (Q2343813) (← links)
- Dynamic factor models with infinite-dimensional factor space: asymptotic analysis (Q2397725) (← links)
- Factor models in high-dimensional time series: A time-domain approach (Q2447649) (← links)
- Large-dimensional dynamic factor models: estimation of impulse-response functions with I(1) cointegrated factors (Q2658756) (← links)
- Autoencoder asset pricing models (Q2658795) (← links)
- Factor models with local factors -- determining the number of relevant factors (Q2673197) (← links)
- Canonical correlation-based model selection for the multilevel factors (Q2688648) (← links)
- Dynamic factor long memory volatility (Q4555133) (← links)
- Dissecting the financial cycle with dynamic factor models (Q4555202) (← links)
- Robust High-Dimensional Volatility Matrix Estimation for High-Frequency Factor Model (Q4559707) (← links)
- A Randomized Sequential Procedure to Determine the Number of Factors (Q4559712) (← links)
- <i>F</i>-test and <i>z</i>-test for high-dimensional regression models with a factor structure (Q5040532) (← links)
- Wavelet estimation for factor models with time-varying loadings (Q5063217) (← links)
- A self-reliant projected information criterion for the number of factors (Q5077197) (← links)
- Factor and Idiosyncratic Empirical Processes (Q5242464) (← links)
- Large Covariance Estimation by Thresholding Principal Orthogonal Complements (Q5743151) (← links)
- Model selection for factor analysis: Some new criteria and performance comparisons (Q5860948) (← links)
- Determining the number of factors with potentially strong within-block correlations in error terms (Q5864656) (← links)
- Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components (Q5870780) (← links)
- Projected principal component analysis in factor models (Q5963521) (← links)
- Large volatility matrix analysis using global and national factor models (Q6108334) (← links)
- Factor models for high‐dimensional functional time series I: Representation results (Q6135371) (← links)
- Factor models for high‐dimensional functional time series II: Estimation and forecasting (Q6135372) (← links)
- On determination of the number of factors in an approximate factor model (Q6138244) (← links)
- Confidence intervals of treatment effects in panel data models with interactive fixed effects (Q6199627) (← links)
