Circularly Projected Common Factors for Grouped Data

DOI10.1080/07350015.2022.2051520OpenAlexW4220997514MaRDI QIDQ6149874

Mingjing Chen

Publication date: 5 March 2024

Published in: Journal of Business & Economic Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07350015.2022.2051520

zbMATH Keywords

principal component analysiscanonical correlation analysismultilevel factor models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• Analyzing business cycle asymmetries in a multi-level factor model
• Eigenvalue Ratio Test for the Number of Factors
• Inference in Group Factor Models With an Application to Mixed‐Frequency Data
• A useful variant of the Davis–Kahan theorem for statisticians
• Inferential Theory for Factor Models of Large Dimensions
• Determining the Number of Factors in Approximate Factor Models

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