Pages that link to "Item:Q1668287"
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The following pages link to Robust determination for the number of common factors in the approximate factor models (Q1668287):
Displaying 13 items.
- Estimating the number of common factors in serially dependent approximate factor models (Q694956) (← links)
- Determining the number of factors in approximate factor models by twice K-fold cross validation (Q777679) (← links)
- Detecting irrelevant variables in possible proxies for the latent factors in macroeconomics and finance (Q1730160) (← links)
- Eigenvalue difference test for the number of common factors in the approximate factor models (Q1787690) (← links)
- Robust factor number specification for large-dimensional elliptical factor model (Q2008233) (← links)
- Robust estimation of the number of factors for the pair-elliptical factor models (Q2155030) (← links)
- On the Correlation of Common Factors with Variance Not Accounted for by the Factor Model (Q2816747) (← links)
- <i>F</i>-test and <i>z</i>-test for high-dimensional regression models with a factor structure (Q5040532) (← links)
- A Testing Procedure for Determining the Number of Factors in Approximate Factor Models With Large Datasets (Q5392716) (← links)
- Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components (Q5870780) (← links)
- Estimating Number of Factors by Adjusted Eigenvalues Thresholding (Q5885109) (← links)
- Determining the number of factors in constrained factor models via Bayesian information criterion (Q6134150) (← links)
- On determination of the number of factors in an approximate factor model (Q6138244) (← links)
