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Search: subject:"Factor analysis"
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Factor analysis
106
Faktorenanalyse
104
Theorie
52
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52
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48
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48
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47
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23
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106
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Bai, Jushan
8
Fan, Jianqing
5
Hallin, Marc
5
Ng, Serena
5
Barigozzi, Matteo
4
Liao, Yuan
4
Pesaran, M. Hashem
4
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3
Kao, Chihwa
3
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Su, Liangjun
3
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3
Xiu, Dacheng
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Andersen, Torben
2
Aït-Sahalia, Yacine
2
Baltagi, Badi H.
2
Chen, Rong
2
Chudik, Alexander
2
Cui, Guowei
2
Forni, Mario
2
Frühwirth-Schnatter, Sylvia
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Gagliardini, Patrick
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Gao, Jiti
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Liu, Xialu
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Lu, Lina
2
Ma, Shujie
2
Marcellino, Massimiliano
2
Norkutė, Milda
2
Onatski, Alexei
2
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Journal of econometrics
Psychometrika
164
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
55
International journal of forecasting
54
MPRA Paper
48
Social Indicators Research
47
IMF Working Papers
42
Economics letters
40
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37
Discussion paper / Tinbergen Institute
34
Global business review
30
Asian Agricultural Research
28
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28
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26
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24
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23
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Quality & Quantity: International Journal of Methodology
21
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
Organizational research methods : ORM
19
Discussion paper / Deutsche Bundesbank
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18
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18
CREATES research paper
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Total quality management & business excellence : an official journal of the European Society for Organisational Excellence
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Journal of business research : JBR
16
Econometric reviews
15
International journal of business information systems : IJBIS
15
International journal of services and operations management
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Journal of business ethics : JOBE
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Journal of financial economics
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SpringerLink / Bücher
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Applied economics
14
Applied economics letters
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ECONIS (ZBW)
106
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
3
Estimation and inference in factor copula models with exogenous covariates
Mayer, Alexander
;
Wied, Dominik
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1500-1521
Persistent link: https://www.econbiz.de/10014471408
Saved in:
4
Approximate factor models with weaker loadings
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1893-1916
Persistent link: https://www.econbiz.de/10014471435
Saved in:
5
Large volatility matrix analysis using global and national factor models
Choi, Sung Hoon
;
Kim, Donggyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1917-1933
Persistent link: https://www.econbiz.de/10014471436
Saved in:
6
Uniform predictive inference for factor models with instrumental and idiosyncratic betas
Cheng, Mingmian
;
Liao, Yuan
;
Yang, Xiye
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471816
Saved in:
7
Canonical correlation-based model selection for the multilevel factors
Choi, In
;
Lin, Rui
;
Shin, Yongcheol
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 22-44
Persistent link: https://www.econbiz.de/10014340924
Saved in:
8
Group fused Lasso for large factor models with multiple structural breaks
Ma, Chenchen
;
Tu, Yundong
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 132-154
Persistent link: https://www.econbiz.de/10014340971
Saved in:
9
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
10
Large dimensional latent factor modeling with missing observations and applications to causal inference
Xiong, Ruoxuan
;
Pelger, Markus
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 271-301
Persistent link: https://www.econbiz.de/10014341054
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