EFFICIENT ESTIMATION OF FACTOR MODELS (Q5389953)

From MaRDI portal

Jump to:navigation, search

scientific article; zbMATH DE number 6027193

Language	Label	Description	Also known as
English	EFFICIENT ESTIMATION OF FACTOR MODELS	scientific article; zbMATH DE number 6027193

Statements

scholarly article

0 references

EFFICIENT ESTIMATION OF FACTOR MODELS (English)

0 references

Econometric Theory

0 references

publication date

24 April 2012

0 references

MaRDI profile type

MaRDI publication profile

0 references

The Generalized Dynamic Factor Model

0 references

Are more data always better for factor analysis?

0 references

Stochastic Limit Theory

0 references

Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets

0 references

INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT

0 references

On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models

0 references

Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions

0 references

0 references

Determining the Number of Factors in Approximate Factor Models

0 references

Inferential Theory for Factor Models of Large Dimensions

0 references

Forecasting Using Principal Components From a Large Number of Predictors

0 references

Dynamic panel estimation and homogeneity testing under cross section dependence

0 references

Asymptotics for linear processes

0 references

Testing for a unit root in panels with dynamic factors

0 references

0 references

When are Gauss-Markov and Least Squares Estimators Identical? A Coordinate-Free Approach

0 references

Identifiers

zbMATH Open document ID

0 references

10.1017/S0266466611000338

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

zbMATH DE Number

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:5389953

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5389953&oldid=35274258"