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):
Displaying 50 items.
- A two-step estimator for large approximate dynamic factor models based on Kalman filtering (Q58366) (← links)
- Sufficient forecasting using factor models (Q75240) (← links)
- High dimensional stochastic regression with latent factors, endogeneity and nonlinearity (Q82524) (← links)
- Principal component analysis for second-order stationary vector time series (Q82525) (← links)
- Rank and Factor Loadings Estimation in Time Series Tensor Factor Model by Pre-averaging (Q87476) (← links)
- Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data (Q91408) (← links)
- Bi-cross-validation for factor analysis (Q104117) (← links)
- Autoregressive models for matrix-valued time series (Q109413) (← links)
- A simple new test for slope homogeneity in panel data models with interactive effects (Q114806) (← links)
- Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity (Q114808) (← links)
- Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity (Q114810) (← links)
- Sparse Bayesian time-varying covariance estimation in many dimensions (Q117775) (← links)
- Change-point detection in panel data via double CUSUM statistic (Q150198) (← links)
- Factor-Adjusted Regularized Model Selection (Q150847) (← links)
- Bi-cross-validation of the SVD and the nonnegative matrix factorization (Q159675) (← links)
- Projected estimation for large-dimensional matrix factor models (Q159941) (← links)
- Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence (Q278496) (← links)
- Are more data always better for factor analysis? (Q291634) (← links)
- The common and specific components of dynamic volatility (Q291638) (← links)
- Evaluating latent and observed factors in macroeconomics and finance (Q292037) (← links)
- Structure identification in panel data analysis (Q292885) (← links)
- Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach (Q295690) (← links)
- Forecasting using a large number of predictors: is Bayesian shrinkage a valid alternative to principal components? (Q299225) (← links)
- Consistent noisy independent component analysis (Q302095) (← links)
- Panel cointegration with global stochastic trends (Q302100) (← links)
- Testing super-diagonal structure in high dimensional covariance matrices (Q308372) (← links)
- Asymmetric conditional correlations in stock returns (Q312957) (← links)
- Changes in the effects of monetary policy on disaggregate price dynamics (Q318366) (← links)
- A noisy principal component analysis for forward rate curves (Q319733) (← links)
- Parameters measuring bank risk and their estimation (Q322446) (← links)
- Testing for cross-sectional dependence in a panel factor model using the wild bootstrap \(F\) test (Q379922) (← links)
- Panel data models with multiple time-varying individual effects (Q386936) (← 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)
- On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix (Q458655) (← links)
- A nonlinear panel data model of cross-sectional dependence (Q469559) (← links)
- Property taxes and home prices: a tale of two cities (Q469563) (← links)
- Detecting big structural breaks in large factor models (Q469568) (← links)
- Inference on factor structures in heterogeneous panels (Q473358) (← links)
- High dimensional mean-variance optimization through factor analysis (Q476227) (← 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)
- Risks of large portfolios (Q494174) (← links)
- Asymptotic analysis of the squared estimation error in misspecified factor models (Q494175) (← links)
- Regularized LIML for many instruments (Q494179) (← links)
- Testing for factor loading structural change under common breaks (Q496159) (← links)
- Factor-augmented regression models with structural change (Q500558) (← links)
