Circularly Projected Common Factors for Grouped Data

DOI10.1080/07350015.2022.2051520MaRDI QIDQ6149874zbMATH OpenOpenAlexFDO

Authors Mingjing Chen

Publication date 5 March 2024

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07350015.2022.2051520

zbMATH Keywords

canonical correlation analysismultilevel factor modelsprincipal component analysis

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites work

• A useful variant of the Davis-Kahan theorem for statisticians
• Analyzing business cycle asymmetries in a multi-level factor model
• Determining the Number of Factors in Approximate Factor Models
• Eigenvalue ratio test for the number of factors
• Inference in group factor models with an application to mixed-frequency data
• Inferential Theory for Factor Models of Large Dimensions

Cited in

(1)

• Aggregated Projection Method: A New Approach for Group Factor Model

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