Pages that link to "Item:Q5239833"
From MaRDI portal
The following pages link to Inference in Group Factor Models With an Application to Mixed‐Frequency Data (Q5239833):
Displaying 11 items.
- Estimation of high-dimensional linear factor models with grouped variables (Q764504) (← links)
- Estimation of a model containing unobservable variables using grouped observations. An application to the permanent income hypothesis (Q1239572) (← links)
- On the grouped LSE under an errors-in-variables model (Q1916251) (← links)
- Predicting the VIX and the volatility risk premium: the role of short-run funding spreads volatility factors (Q2224982) (← links)
- Canonical correlation-based model selection for the multilevel factors (Q2688648) (← links)
- Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions (Q5057240) (← links)
- One-way or two-way factor model for matrix sequences? (Q6108337) (← links)
- Circularly Projected Common Factors for Grouped Data (Q6149874) (← links)
- Estimation of Sparsity-Induced Weak Factor Models (Q6586902) (← links)
- State-Varying Factor Models of Large Dimensions (Q6620950) (← links)
- Interpretable Sparse Proximate Factors for Large Dimensions (Q6620981) (← links)