Pages that link to "Item:Q2857587"
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The following pages link to Eigenvalue Ratio Test for the Number of Factors (Q2857587):
Displayed 50 items.
- Sufficient forecasting using factor models (Q75240) (← links)
- Bi-cross-validation for factor analysis (Q104117) (← links)
- Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity (Q114808) (← links)
- Factor-Adjusted Regularized Model Selection (Q150847) (← links)
- Projected estimation for large-dimensional matrix factor models (Q159941) (← links)
- A noisy principal component analysis for forward rate curves (Q319733) (← links)
- Detecting big structural breaks in large factor models (Q469568) (← links)
- Risks of large portfolios (Q494174) (← links)
- Asymptotic analysis of the squared estimation error in misspecified factor models (Q494175) (← links)
- A high dimensional two-sample test under a low dimensional factor structure (Q495362) (← links)
- Testing for factor loading structural change under common breaks (Q496159) (← links)
- Analyzing business cycle asymmetries in a multi-level factor model (Q498822) (← links)
- Estimating the common break date in large factor models (Q500594) (← links)
- Determining the number of factors when the number of factors can increase with sample size (Q506051) (← links)
- Identification and estimation of a large factor model with structural instability (Q506054) (← links)
- On the determination of the number of factors using information criteria with data-driven penalty (Q513695) (← links)
- Spatial dynamic panel data models with interactive fixed effects (Q515141) (← links)
- Exact and asymptotic tests on a factor model in low and large dimensions with applications (Q739589) (← links)
- Determining the number of factors in approximate factor models by twice K-fold cross validation (Q777679) (← links)
- Estimation of high dimensional factor model with multiple threshold-type regime shifts (Q830479) (← links)
- High-dimensional two-sample mean vectors test and support recovery with factor adjustment (Q830606) (← links)
- Shrinkage estimation of dynamic panel data models with interactive fixed effects (Q894645) (← links)
- Transformed contribution ratio test for the number of factors in static approximate factor models (Q1654280) (← links)
- Recent developments in high dimensional covariance estimation and its related issues, a review (Q1657856) (← links)
- On two-sample mean tests under spiked covariances (Q1661347) (← links)
- Robust determination for the number of common factors in the approximate factor models (Q1668287) (← links)
- Simultaneous multiple change-point and factor analysis for high-dimensional time series (Q1668579) (← links)
- Using principal component analysis to estimate a high dimensional factor model with high-frequency data (Q1676387) (← links)
- Heterogeneity adjustment with applications to graphical model inference (Q1711558) (← links)
- Detecting irrelevant variables in possible proxies for the latent factors in macroeconomics and finance (Q1730160) (← links)
- Large-dimensional factor modeling based on high-frequency observations (Q1739630) (← links)
- Eigenvalue difference test for the number of common factors in the approximate factor models (Q1787690) (← links)
- Quasi maximum likelihood analysis of high dimensional constrained factor models (Q1792465) (← links)
- Estimation of random coefficients logit demand models with interactive fixed effects (Q1792466) (← links)
- Factor-adjusted multiple testing of correlations (Q1796926) (← links)
- A new perspective on robust \(M\)-estimation: finite sample theory and applications to dependence-adjusted multiple testing (Q1800789) (← links)
- A rank test for the number of factors with high-frequency data (Q2000871) (← links)
- Robust factor number specification for large-dimensional elliptical factor model (Q2008233) (← links)
- On factor models with random missing: EM estimation, inference, and cross validation (Q2024446) (← links)
- Nonparametric estimation of large covariance matrices with conditional sparsity (Q2024473) (← links)
- Robust high-dimensional factor models with applications to statistical machine learning (Q2038305) (← links)
- Estimating change-point latent factor models for high-dimensional time series (Q2059427) (← links)
- Tests for the explanatory power of latent factors (Q2062414) (← links)
- Feature extraction for functional time series: theory and application to NIR spectroscopy data (Q2078521) (← links)
- A high-dimensional test for multivariate analysis of variance under a low-dimensional factor structure (Q2100126) (← links)
- Grouped spatial autoregressive model (Q2101387) (← links)
- Adaptive estimation in multivariate response regression with hidden variables (Q2131249) (← links)
- Poisson reduced-rank models with sparse loadings (Q2132046) (← links)
- Rank determination in tensor factor model (Q2136659) (← links)
- Inference in latent factor regression with clusterable features (Q2137004) (← links)
