Markus Pelger

Available identifiers

zbMath Open pelger.markusMaRDI QIDQ1739629

List of research outcomes

Publication	Date of Publication	Type
Target PCA: transfer learning large dimensional panel data	2025-01-16	Paper
State-Varying Factor Models of Large Dimensions	2024-10-17	Paper
Interpretable Sparse Proximate Factors for Large Dimensions	2024-10-17	Paper
Discussion of “Text Selection” by Bryan Kelly, Asaf Manela, and Alan Moreira	2024-10-11	Paper
Large dimensional latent factor modeling with missing observations and applications to causal inference	2023-03-03	Paper
Estimating latent asset-pricing factors	2020-06-18	Paper
On the existence of sure profits via flash strategies	2019-07-31	Paper
Large-dimensional factor modeling based on high-frequency observations	2019-04-26	Paper

Research outcomes over time

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