Pages that link to "Item:Q5474964"
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The following pages link to Determining the Number of Factors in Approximate Factor Models (Q5474964):
Displayed 50 items.
- Bi-cross-validation of the SVD and the nonnegative matrix factorization (Q159675) (← links)
- A functional connectivity approach for modeling cross-sectional dependence with an application to the estimation of hedonic housing prices in Paris (Q413964) (← links)
- Factor modeling for high-dimensional time series: inference for the number of factors (Q447821) (← links)
- High-dimensional covariance matrix estimation in approximate factor models (Q450002) (← links)
- Statistical analysis of factor models of high dimension (Q450044) (← links)
- Model specification in panel data unit root tests with an unknown break (Q543445) (← links)
- Improved penalization for determining the number of factors in approximate factor models (Q613167) (← links)
- Dynamic mortality factor model with conditional heteroskedasticity (Q659163) (← links)
- Factor models and variable selection in high-dimensional regression analysis (Q661163) (← links)
- Estimating the number of common factors in serially dependent approximate factor models (Q694956) (← links)
- Estimation of high-dimensional linear factor models with grouped variables (Q764504) (← links)
- Information, data dimension and factor structure (Q765833) (← links)
- Dynamic factor models (Q862777) (← links)
- Unobserved heterogeneity in panel time series models (Q959319) (← links)
- Large dimension forecasting models and random singular value spectra (Q978861) (← links)
- Shrinkage estimation in the frequency domain of multivariate time series (Q1006672) (← links)
- Forecast comparison of principal component regression and principal covariate regression (Q1019994) (← links)
- Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood (Q1026360) (← links)
- Sampling at different frequencies, and the power of panel unit root tests (Q1038092) (← links)
- Panel unit root tests under cross section dependence with recursive mean adjustment (Q1046271) (← links)
- Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market (Q1927117) (← links)
- Panel data analysis -- advantages and challenges (with comments and rejoinder) (Q2384656) (← links)
- The Tracy-Widom limit for the largest eigenvalues of singular complex Wishart matrices (Q2426602) (← links)
- The application of spectral distribution of product of two random matrices in the factor analysis (Q2465139) (← links)
- Consistent variable selection in large panels when factors are observable (Q2489495) (← links)
- Nonstationary dynamic factor analysis (Q2491853) (← links)
- Business cycle and corporate failure in France: Is there a link? (Q2642587) (← links)
- Estimation of Common Factors under Cross-Sectional and Temporal Aggregation Constraints (Q2889639) (← links)
- A NEW PANEL DATA TREATMENT FOR HETEROGENEITY IN TIME TRENDS (Q2890706) (← links)
- INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT (Q2995415) (← links)
- Likelihood Function and Canonical Correlation Analysis of the Peña–Box Model (Q3006276) (← links)
- Asymptotic Conditional Singular Value Decomposition for High-Dimensional Genomic Data (Q3013964) (← links)
- Weak and strong cross‐section dependence and estimation of large panels (Q3018486) (← links)
- Quantile regression models with factor‐augmented predictors and information criterion (Q3018487) (← links)
- Forecasting in dynamic factor models using Bayesian model averaging (Q3023038) (← links)
- Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Large Scale Macroeconomic Time Series Environments (Q3063856) (← links)
- To Combine Forecasts or to Combine Information? (Q3063857) (← links)
- Are disaggregate data useful for factor analysis in forecasting French GDP? (Q3065498) (← links)
- Forecasting macroeconomic variables in a small open economy: a comparison between small- and large-scale models (Q3065501) (← links)
- Forecasting using targeted diffusion indexes (Q3065519) (← links)
- Forecasting key macroeconomic variables from a large number of predictors: a state space approach (Q3065521) (← links)
- Model selection for generalized linear models with factor-augmented predictors (Q3077468) (← links)
- Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models (Q3084623) (← links)
- A wavelet approach for factor-augmented forecasting (Q3096858) (← links)
- LOCALLY STATIONARY FACTOR MODELS: IDENTIFICATION AND NONPARAMETRIC ESTIMATION (Q3108568) (← links)
- Non-parametric regression with a latent time series (Q3161672) (← links)
- Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application (Q3161681) (← links)
- Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK (Q3166696) (← links)
- G-7 INFLATION FORECASTS: RANDOM WALK, PHILLIPS CURVE OR WHAT ELSE? (Q3182102) (← links)
- Pairwise Tests of Purchasing Power Parity (Q3182770) (← links)