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Forecasting large covariance matrix with high-frequency data using factor approach for the correlation matrix
Dong, Yingjie; Tse, Yiu Kuen - In: Economics letters 195 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012509995
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Characterizing correlation matrices that admit a clustered factor representation
Tong, Chen; Hansen, Peter Reinhard - In: Economics letters 233 (2023), pp. 1-4
Persistent link: https://www.econbiz.de/10014506906
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Determining the number of change-points in high-dimensional factor models by cross-validation with matrix completion
Zhou, Ruichao; Wu, Jianhong - In: Economics letters 232 (2023), pp. 1-7
Persistent link: https://www.econbiz.de/10014464419
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A simple method for estimating unconditional heterogeneity distributions in correlated random effects models
Wooldridge, Jeffrey M. - In: Economics letters 113 (2011) 1, pp. 12-15
Persistent link: https://www.econbiz.de/10009303208
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Zero-diagonality as a linear structure
Magnus, Jan R.; Sentana, Enrique - In: Economics letters 196 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012510901
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Off-diagonal elements of projection matrices and dimension asymptotics
Anatolyev, Stanislav; Smirnov, Maksim - In: Economics letters 239 (2024), pp. 1-3
Persistent link: https://www.econbiz.de/10015076699
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An equicorrelation Moulton factor in the presence of arbitrary intra-cluster correlation
Montes-Rojas, Gabriel - In: Economics letters 145 (2016), pp. 221-224
Persistent link: https://www.econbiz.de/10011618425
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Robust determination for the number of common factors in the approximate factor models
Wu, Jianhong - In: Economics letters 144 (2016), pp. 102-106
Persistent link: https://www.econbiz.de/10011617226
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Eigenvalue difference test for the number of common factors in the approximate factor models
Wu, Jianhong - In: Economics letters 169 (2018), pp. 63-67
Persistent link: https://www.econbiz.de/10012019511
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Estimating the number of common factors in serially dependent approximate factor models
Greenaway-McGrevy, Ryan; Han, Chirok; Sul, Donggyu - In: Economics letters 116 (2012) 3, pp. 531-534
Persistent link: https://www.econbiz.de/10009674897