Pages that link to "Item:Q694956"

The following pages link to Estimating the number of common factors in serially dependent approximate factor models (Q694956):

Displaying 8 items.

• Sieve estimation of panel data models with cross section dependence (Q527969) (← links)
• Parameter cascading for panel models with unknown number of unobserved factors: an application to the credit spread puzzle (Q1623512) (← links)
• Robust determination for the number of common factors in the approximate factor models (Q1668287) (← links)
• Eigenvalue difference test for the number of common factors in the approximate factor models (Q1787690) (← links)
• On the Correlation of Common Factors with Variance Not Accounted for by the Factor Model (Q2816747) (← links)
• Estimation of common factors under cross-sectional and temporal aggregation constraints (Q2889639) (← links)
• Principal component analysis with autocorrelated data (Q5036860) (← links)
• Cross-Sectional Dependence in Panel Data Analysis (Q5080156) (← links)