Pages that link to "Item:Q75240"

The following pages link to Sufficient forecasting using factor models (Q75240):

Displaying 12 items.

• sufficientForecasting (Q75243) (← links)
• Canonical thresholding for nonsparse high-dimensional linear regression (Q2119237) (← links)
• Adaptive estimation in multivariate response regression with hidden variables (Q2131249) (← links)
• Inference in latent factor regression with clusterable features (Q2137004) (← links)
• Nearest comoment estimation with unobserved factors (Q2190230) (← links)
• Maximum likelihood estimation and inference for high dimensional generalized factor models with application to factor-augmented regressions (Q2673202) (← links)
• Are bond returns predictable with real-time macro data? (Q6090593) (← links)
• Optimal discriminant analysis in high-dimensional latent factor models (Q6136589) (← links)
• Inferential theory for generalized dynamic factor models (Q6150524) (← links)
• Power enhancement for testing multi-factor asset pricing models via Fisher's method (Q6150526) (← links)
• THE LOW-VOLATILITY ANOMALY AND THE ADAPTIVE MULTI-FACTOR MODEL (Q6182058) (← links)
• Posterior consistency of factor dimensionality in high-dimensional sparse factor models (Q6202918) (← links)