Pages that link to "Item:Q3418483"
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The following pages link to Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions (Q3418483):
Displaying 50 items.
- Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data (Q91408) (← links)
- Structural analysis with multivariate autoregressive index models (Q281034) (← links)
- Are more data always better for factor analysis? (Q291634) (← links)
- Forecasting economic time series using targeted predictors (Q299223) (← links)
- Forecasting using a large number of predictors: is Bayesian shrinkage a valid alternative to principal components? (Q299225) (← links)
- Discussion of ``Bootstrap prediction intervals for linear, nonlinear, and nonparametric autoregressions'', by Li Pan and Dimitris Politis (Q301351) (← links)
- Detecting big structural breaks in large factor models (Q469568) (← links)
- Editorial: High dimensional problems in econometrics (Q494161) (← links)
- Forecasting with factor-augmented regression: a frequentist model averaging approach (Q494163) (← links)
- The three-pass regression filter: a new approach to forecasting using many predictors (Q494165) (← links)
- Factor-augmented regression models with structural change (Q500558) (← links)
- Efficient estimation of nonstationary factor models (Q505082) (← links)
- Tests of equal accuracy for nested models with estimated factors (Q524817) (← links)
- Asymptotic distribution of factor augmented estimators for panel regression (Q527972) (← links)
- On bootstrapping panel factor series (Q528127) (← links)
- Estimation of high-dimensional linear factor models with grouped variables (Q764504) (← links)
- Factor-driven two-regime regression (Q820823) (← links)
- Factor-based forecasting in the presence of outliers: are factors better selected and estimated by the median than by the mean? (Q905382) (← links)
- The macroeconomic effects of uncertainty shocks: the role of the financial channel (Q1655740) (← links)
- Revisiting useful approaches to data-rich macroeconomic forecasting (Q1659116) (← links)
- Tactical sales forecasting using a very large set of macroeconomic indicators (Q1681509) (← links)
- Detecting irrelevant variables in possible proxies for the latent factors in macroeconomics and finance (Q1730160) (← links)
- Consistent estimation of time-varying loadings in high-dimensional factor models (Q1739877) (← links)
- Forecasting using random subspace methods (Q1740303) (← links)
- Confidence intervals in regressions with estimated factors and idiosyncratic components (Q1782308) (← links)
- On testing for structural break of coefficients in factor-augmented regression models (Q1786799) (← links)
- Estimation of random coefficients logit demand models with interactive fixed effects (Q1792466) (← links)
- Portfolio selection in a data-rich environment (Q1994213) (← links)
- Tests for the explanatory power of latent factors (Q2062414) (← links)
- Inference in latent factor regression with clusterable features (Q2137004) (← links)
- GARCH-type factor model (Q2140876) (← links)
- Bayesian factor-adjusted sparse regression (Q2155305) (← links)
- A time-varying diffusion index forecasting model (Q2208686) (← links)
- Estimating and testing high dimensional factor models with multiple structural changes (Q2224981) (← links)
- Bootstrapping factor models with cross sectional dependence (Q2227057) (← links)
- Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects (Q2227062) (← links)
- Rank regularized estimation of approximate factor models (Q2323367) (← links)
- Tests for overidentifying restrictions in factor-augmented VAR models (Q2343754) (← links)
- Limit theory for panel data models with cross sectional dependence and sequential exogeneity (Q2439864) (← links)
- Principal components estimation and identification of static factors (Q2442574) (← links)
- Factor-GMM estimation with large sets of possibly weak instruments (Q2445717) (← links)
- Testing for structural stability of factor augmented forecasting models (Q2451804) (← links)
- Bootstrapping factor-augmented regression models (Q2451810) (← links)
- Consistent factor estimation in dynamic factor models with structural instability (Q2453088) (← links)
- Forecasting financial and macroeconomic variables using data reduction methods: new empirical evidence (Q2511793) (← links)
- Improved index insurance design and yield estimation using a dynamic factor forecasting approach (Q2657001) (← links)
- Large-dimensional dynamic factor models: estimation of impulse-response functions with I(1) cointegrated factors (Q2658756) (← links)
- Revisiting the location of FDI in China: a panel data approach with heterogeneous shocks (Q2658757) (← links)
- Factor models with many assets: strong factors, weak factors, and the two-pass procedure (Q2673198) (← links)
- Maximum likelihood estimation and inference for high dimensional generalized factor models with application to factor-augmented regressions (Q2673202) (← links)
