Pages that link to "Item:Q506051"
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The following pages link to Determining the number of factors when the number of factors can increase with sample size (Q506051):
Displayed 17 items.
- Exact and asymptotic tests on a factor model in low and large dimensions with applications (Q739589) (← links)
- Determination of vector error correction models in high dimensions (Q1739869) (← links)
- Rank determination in tensor factor model (Q2136659) (← links)
- Efficient estimation of heterogeneous coefficients in panel data models with common shocks (Q2173185) (← links)
- Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects (Q2227062) (← links)
- Inferences in panel data with interactive effects using large covariance matrices (Q2398975) (← links)
- Group fused Lasso for large factor models with multiple structural breaks (Q2688655) (← links)
- Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients (Q5111851) (← links)
- THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS (Q5384842) (← links)
- Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components (Q5870780) (← links)
- Estimating Number of Factors by Adjusted Eigenvalues Thresholding (Q5885109) (← links)
- Learning Latent Factors From Diversified Projections and Its Applications to Over-Estimated and Weak Factors (Q5885115) (← links)
- Linear panel regressions with two-way unobserved heterogeneity (Q6090548) (← links)
- Shrinkage estimation of multiple threshold factor models (Q6108331) (← links)
- On determination of the number of factors in an approximate factor model (Q6138244) (← links)
- Forecasting a Nonstationary Time Series Using a Mixture of Stationary and Nonstationary Factors as Predictors (Q6150354) (← links)
- Mining the factor zoo: estimation of latent factor models with sufficient proxies (Q6150517) (← links)