Markus Pelger
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Person:1739629
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Target PCA: transfer learning large dimensional panel data Journal of Econometrics | 2025-01-16 | Paper |
| State-Varying Factor Models of Large Dimensions Journal of Business and Economic Statistics | 2024-10-17 | Paper |
| Interpretable Sparse Proximate Factors for Large Dimensions Journal of Business and Economic Statistics | 2024-10-17 | Paper |
| Discussion of “Text Selection” by Bryan Kelly, Asaf Manela, and Alan Moreira Journal of Business and Economic Statistics | 2024-10-11 | Paper |
| Large dimensional latent factor modeling with missing observations and applications to causal inference Journal of Econometrics | 2023-03-03 | Paper |
| Estimating latent asset-pricing factors Journal of Econometrics | 2020-06-18 | Paper |
| On the existence of sure profits via flash strategies Journal of Applied Probability | 2019-07-31 | Paper |
| Large-dimensional factor modeling based on high-frequency observations Journal of Econometrics | 2019-04-26 | Paper |
Research outcomes over time
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