Pages that link to "Item:Q1792465"
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The following pages link to Quasi maximum likelihood analysis of high dimensional constrained factor models (Q1792465):
Displaying 9 items.
- Statistical analysis of factor models of high dimension (Q450044) (← links)
- Efficient estimation of approximate factor models via penalized maximum likelihood (Q898581) (← links)
- A note on the asymptotic properties of least squares estimation in high dimensional constrained factor models (Q1788006) (← links)
- Editorial: Advance in theoretical econometrics -- essays in honor of Takeshi Amemiya (Q1792444) (← links)
- A note on statistical analysis of factor models of high dimension (Q2238502) (← links)
- Doubly constrained factor models with applications (Q2828609) (← links)
- Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components (Q5870780) (← links)
- Determining the number of factors in constrained factor models via Bayesian information criterion (Q6134150) (← links)
- On the statistical analysis of high-dimensional factor models (Q6640119) (← links)
