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Factor analysis regression for predictive modeling with high-dimensional data

Carter, Randy L.; Michael, Netsanet - In: Journal of quantitative economics 20 (2022), pp. 115-132

Persistent link: https://www.econbiz.de/10013441609

Forecasting simultaneously high-dimensional time series : a robust model-based clustering approach

Wang, Yongning; Tsay, Ruey S.; Ledolter, Johannes; … - In: Journal of forecasting 32 (2013) 8, pp. 673-684

Persistent link: https://www.econbiz.de/10010344465

Analysis of influencing factors of grain yield based on multiple linear regression

Chang, Victor; Xu, Qianwen - In: International journal of business and systems research … 15 (2021) 3, pp. 337-355

Persistent link: https://www.econbiz.de/10012513974

Spurious principal components

Franses, Philip Hans; Janssens, Eva - In: Applied economics letters 26 (2019) 1, pp. 37-39

Persistent link: https://www.econbiz.de/10012204125

Subspace shrinkage in conjugate Bayesian vector autoregressions

Huber, Florian; Koop, Gary - In: Journal of applied econometrics 38 (2023) 4, pp. 556-576

Persistent link: https://www.econbiz.de/10014288019

Asymptotic properties of correlation-based principal component analysis

Choi, Jungjun; Yang, Xiye - In: Journal of econometrics 229 (2022) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10013441823

Testing the eigenvalue structure of spot and integrated covariance

Dovonon, Prosper; Taamouti, Abderrahim; Williams, Julian - In: Journal of econometrics 229 (2022) 2, pp. 363-395

Persistent link: https://www.econbiz.de/10013441888

Transformed estimation for panel interactive effects models

Hsiao, Cheng; Shi, Zhentao; Zhou, Qiankun - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 4, pp. 1831-1848

Persistent link: https://www.econbiz.de/10013540522

Score-based tests of measurement invariance : use in practice

Wang, Ting; Merkle, Edgar C.; Zeileis, Achim - 2013

In this paper, we consider a family of recently-proposed measurement invariance tests that are based on the scores of a fitted model. This family can be used to test for measurement invariance w.r.t. a continuous auxiliary variable, without pre-specification of subgroups. Moreover, the family...

Persistent link: https://www.econbiz.de/10010197611

Estimation of random coefficients logit demand models with interactive fixed effects

Moon, Hyungsik Roger; Shum, Matthew; Weidner, Martin - 2014 - This draft: April 22, 2014

We extend the Berry, Levinsohn and Pakes (BLP, 1995) random coefficients discrete choice demand model, which underlies much recent empirical work in IO. We add interactive fixed effects in the form of a factor structure on the unobserved product characteristics. The interactive fixed effects can...

Persistent link: https://www.econbiz.de/10010345243