Pages that link to "Item:Q5472956"

The following pages link to Inferential Theory for Factor Models of Large Dimensions (Q5472956):

Displaying 50 items.

• A two-step estimator for large approximate dynamic factor models based on Kalman filtering (Q58366) (← links)
• Sufficient forecasting using factor models (Q75240) (← links)
• High dimensional stochastic regression with latent factors, endogeneity and nonlinearity (Q82524) (← links)
• Estimation of the global minimum variance portfolio in high dimensions (Q90168) (← links)
• Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data (Q91408) (← links)
• Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity (Q114808) (← links)
• Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity (Q114810) (← links)
• Factor-Adjusted Regularized Model Selection (Q150847) (← links)
• Bi-cross-validation of the SVD and the nonnegative matrix factorization (Q159675) (← links)
• Projected estimation for large-dimensional matrix factor models (Q159941) (← links)
• Estimation of a panel data model with parametric temporal variation in individual effects (Q262760) (← links)
• Direct shrinkage estimation of large dimensional precision matrix (Q268760) (← links)
• Exploratory factor analysis -- parameter estimation and scores prediction with high-dimensional data (Q276966) (← links)
• Are more data always better for factor analysis? (Q291634) (← links)
• The common and specific components of dynamic volatility (Q291638) (← links)
• Evaluating latent and observed factors in macroeconomics and finance (Q292037) (← links)
• Forecasting using a large number of predictors: is Bayesian shrinkage a valid alternative to principal components? (Q299225) (← links)
• High dimensional covariance matrix estimation using a factor model (Q299275) (← links)
• Discussion of ``Bootstrap prediction intervals for linear, nonlinear, and nonparametric autoregressions'', by Li Pan and Dimitris Politis (Q301351) (← links)
• Consistent noisy independent component analysis (Q302095) (← links)
• Parameters measuring bank risk and their estimation (Q322446) (← links)
• First-differenced inference for panel factor series (Q356606) (← links)
• Testing for cross-sectional dependence in a panel factor model using the wild bootstrap \(F\) test (Q379922) (← links)
• Panel data models with multiple time-varying individual effects (Q386936) (← links)
• A functional connectivity approach for modeling cross-sectional dependence with an application to the estimation of hedonic housing prices in Paris (Q413964) (← links)
• High-dimensional covariance matrix estimation in approximate factor models (Q450002) (← links)
• Statistical analysis of factor models of high dimension (Q450044) (← links)
• On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix (Q458655) (← links)
• A nonlinear panel data model of cross-sectional dependence (Q469559) (← links)
• Detecting big structural breaks in large factor models (Q469568) (← links)
• Inference on factor structures in heterogeneous panels (Q473358) (← links)
• High dimensional mean-variance optimization through factor analysis (Q476227) (← 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)
• Risks of large portfolios (Q494174) (← links)
• Testing for factor loading structural change under common breaks (Q496159) (← links)
• Efficient estimation of nonstationary factor models (Q505082) (← links)
• Identification and estimation of a large factor model with structural instability (Q506054) (← 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)
• Spatial dynamic panel data models with interactive fixed effects (Q515141) (← links)
• Tests of equal accuracy for nested models with estimated factors (Q524817) (← links)
• Asymptotics of the principal components estimator of large factor models with weakly influential factors (Q527936) (← links)
• Sieve estimation of panel data models with cross section dependence (Q527969) (← links)
• Asymptotic distribution of factor augmented estimators for panel regression (Q527972) (← links)
• On bootstrapping panel factor series (Q528127) (← links)
• A generalized nonlinear IV unit root test for panel data with cross-sectional dependence (Q530977) (← links)
• Model specification in panel data unit root tests with an unknown break (Q543445) (← links)
• Maximum likelihood estimation for dynamic factor models with missing data (Q550846) (← links)
• Factor models and variable selection in high-dimensional regression analysis (Q661163) (← links)