On structurally grouped approximate factor models
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Cites work
- A bootstrap procedure for panel data sets with many cross-sectional units
- A note on the asymptotic properties of least squares estimation in high dimensional constrained factor models
- A randomized sequential procedure to determine the number of factors
- A Testing Procedure for Determining the Number of Factors in Approximate Factor Models With Large Datasets
- Are more data always better for factor analysis?
- Canonical correlation-based model selection for the multilevel factors
- Classification of non-parametric regression functions in longitudinal data models
- Cluster Analysis
- Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions
- Constrained factor models
- Determining the Number of Factors in Approximate Factor Models
- Determining the number of factors in constrained factor models via Bayesian information criterion
- Eigenvalue ratio test for the number of factors
- Estimating latent group structure in time-varying coefficient panel data models
- Factor Modeling for Clustering High-Dimensional Time Series
- Forecasting in dynamic factor models subject to structural instability
- Forecasting Using Principal Components From a Large Number of Predictors
- FRED-MD: A Monthly Database for Macroeconomic Research
- Group fused Lasso for large factor models with multiple structural breaks
- Grouped patterns of heterogeneity in panel data
- Homogeneity and Structure Identification in Semiparametric Factor Models
- Homogeneity pursuit
- scientific article; zbMATH DE number 1432780 (Why is no real title available?)
- Identifying latent group structures in nonlinear panels
- Identifying latent grouped patterns in cointegrated panels
- Identifying latent grouped patterns in panel data models with interactive fixed effects
- Identifying latent structures in panel data
- Improved penalization for determining the number of factors in approximate factor models
- Inferential Theory for Factor Models of Large Dimensions
- Least squares estimation of large dimensional threshold factor models
- Let's Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics
- Maximum likelihood estimation and inference for high dimensional generalized factor models with application to factor-augmented regressions
- Modelling large dimensional datasets with Markov switching factor models
- Multiscale clustering of nonparametric regression curves
- Nonparametric homogeneity pursuit in functional-coefficient models
- On time-varying factor models: estimation and testing
- Quasi maximum likelihood analysis of high dimensional constrained factor models
- Shrinkage estimation of multiple threshold factor models
- The Generalized Dynamic Factor Model
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