Statistical Inferences Using Large Estimated Covariances for Panel Data and Factor Models

10 July 2013

Papers citing "Statistical Inferences Using Large Estimated Covariances for Panel Data and Factor Models"

3 / 3 papers shown

Title
Mining the Factor Zoo: Estimation of Latent Factor Models with Sufficient Proxies Runzhe Wan Yingying Li Wenbin Lu Rui Song 13 4 0 25 Dec 2022
Embracing the Blessing of Dimensionality in Factor Models Quefeng Li Guang Cheng Jianqing Fan Yuyan Wang 27 34 0 25 Oct 2016
Factor modeling for high-dimensional time series: Inference for the number of factors Clifford Lam Q. Yao 49 479 0 04 Jun 2012