标题
Target PCA: Transfer learning large dimensional panel data
作者
关键词
-
出版物
Journal of Econometrics
Volume -, Issue -, Pages 105521
出版商
Elsevier BV
发表日期
2023-10-12
DOI
10.1016/j.jeconom.2023.105521
参考文献
相关参考文献
注意：仅列出部分参考文献，下载原文获取全部文献信息。- Approximate factor models with weaker loadings
- (2023) Jushan Bai et al. Journal of Econometrics
- Factor-based imputation of missing values and covariances in panel data of large dimensions
- (2022) Ercument Cahan et al. JOURNAL OF ECONOMETRICS
- Large dimensional latent factor modeling with missing observations and applications to causal inference
- (2022) Ruoxuan Xiong et al. JOURNAL OF ECONOMETRICS
- State-Varying Factor Models of Large Dimensions*
- (2021) Markus Pelger et al. JOURNAL OF BUSINESS & ECONOMIC STATISTICS
- Interpretable Sparse Proximate Factors for Large Dimensions
- (2021) Markus Pelger et al. JOURNAL OF BUSINESS & ECONOMIC STATISTICS
- Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data
- (2021) Jushan Bai et al. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
- Scaled PCA: A New Approach to Dimension Reduction
- (2021) Dashan Huang et al. MANAGEMENT SCIENCE
- Estimating latent asset-pricing factors
- (2020) Martin Lettau et al. JOURNAL OF ECONOMETRICS
- On factor models with random missing: EM estimation, inference, and cross validation
- (2020) Sainan Jin et al. JOURNAL OF ECONOMETRICS
- Inference and uncertainty quantification for noisy matrix completion
- (2019) Yuxin Chen et al. PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA
- Large-dimensional factor modeling based on high-frequency observations
- (2018) Markus Pelger JOURNAL OF ECONOMETRICS
- On time-varying factor models: Estimation and testing
- (2017) Liangjun Su et al. JOURNAL OF ECONOMETRICS
- Projected principal component analysis in factor models
- (2016) Jianqing Fan et al. ANNALS OF STATISTICS
- FRED-MD: A Monthly Database for Macroeconomic Research
- (2016) Michael W. McCracken et al. JOURNAL OF BUSINESS & ECONOMIC STATISTICS
- State Space Models and MIDAS Regressions
- (2013) Jennie Bai et al. Econometric Reviews
- Eigenvalue Ratio Test for the Number of Factors
- (2013) ECONOMETRICA
- Large covariance estimation by thresholding principal orthogonal complements
- (2013) Jianqing Fan et al. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
- Asymptotics of the principal components estimator of large factor models with weakly influential factors
- (2012) Alexei Onatski JOURNAL OF ECONOMETRICS
- GLS Estimation of Dynamic Factor Models
- (2011) Jörg Breitung et al. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
- EFFICIENT ESTIMATION OF FACTOR MODELS
- (2011) In Choi ECONOMETRIC THEORY
- Regression models with mixed sampling frequencies
- (2010) Elena Andreou et al. JOURNAL OF ECONOMETRICS
- Panel Data Models With Interactive Fixed Effects
- (2009) ECONOMETRICA
- Exact Matrix Completion via Convex Optimization
- (2009) Emmanuel J. Candès et al. FOUNDATIONS OF COMPUTATIONAL MATHEMATICS
- A Survey on Transfer Learning
- (2009) Sinno Jialin Pan et al. IEEE TRANSACTIONS ON KNOWLEDGE AND DATA ENGINEERING
Create your own webinar
Interested in hosting your own webinar? Check the schedule and propose your idea to the Peeref Content Team.
Create NowAsk a Question. Answer a Question.
Quickly pose questions to the entire community. Debate answers and get clarity on the most important issues facing researchers.
Get Started