Abstract
No public abstract is available from the verified source records.
Rui Lin, Yongcheol Shin
Abstract
Authors
Institutions
No ROR-resolved institution is linked to this work yet.
Provenance
crossref
Confidence 100%
openalex
Confidence 95%
datacite
Confidence 0%
No local reference links have been materialized yet.
No local citing links have been materialized yet.
Eigenvalue ratio test for the number of factors
10.3982/ecta8968 · 2013
10.2139/ssrn.4503954
10.2139/ssrn.4503954
Inference in group factor models with an application to mixed-frequency data
10.3982/ecta14690 · 2019
Mixed-frequency macro–finance factor models: theory and applications
2020
Inferential theory for factor models of large dimensions
10.1111/1468-0262.00392 · 2003
Determining the number of factors in approximate factor models
10.1111/1468-0262.00273 · 2002
Confidence intervals for diffusion index forecasts and inference for factor-augmented regressions
10.1111/j.1468-0262.2006.00696.x · 2006
Gross capital flows, common factors, and the global financial cycle
2018
On the importance of sectoral and regional shocks for price-setting
10.1002/jae.2490 · 2016
Analyzing international business and financial cycles using multi-level factor models: a comparison of alternative approaches
2016
Arbitrage, factor structure, and mean-variance analysis on large asset markets
10.2307/1912275 · 1983
Circularly projected common factors for grouped data
10.1080/07350015.2022.2051520 · 2023
The 2000s housing cycle with 2020 hindsight: a neo-kindlebergerian view
10.1093/restud/rdad045 · 2024
Model selection for factor analysis: some new criteria and performance comparisons
10.1080/07474938.2017.1382763 · 2019
A multilevel factor model: identification, asymptotic theory and applications
10.1002/jae.2611 · 2018
Canonical correlation-based model selection for the multilevel factors
10.1016/j.jeconom.2021.09.008 · 2023
99 Luftballons: monetary policy and the house price boom across US states
10.1016/j.jmoneco.2006.11.003 · 2007
Determining the number of global and country-specific factors in the euro area
2013
Large covariance estimation by thresholding principal orthogonal complements
10.1111/rssb.12016 · 2013
10.2139/ssrn.4547778
10.2139/ssrn.4547778
Unresolved referenced work
Kept as external metadata until matched
Dynamic factors in the presence of blocks
10.1016/j.jeconom.2010.11.004 · 2011
Shrinkage estimation of factor models with global and group-specific factors
10.1080/07350015.2019.1617157 · 2021
Is there long-run convergence among regional house prices in the UK?
10.1177/0042098008091489 · 2008
The housing boom and bust: model meets evidence
10.1086/708816 · 2020
International business cycles: world, region, and country-specific factors
10.1257/000282803769206278 · 2003
Unresolved referenced work
Kept as external metadata until matched
Three-dimensional factor models with global and local factors
10.1017/s0266466625100091 · 2026
10.2139/ssrn.3825385
10.2139/ssrn.3825385
Dynamic hierarchical factor models
10.1162/rest_a_00359 · 2013
UK house price convergence clubs and spillovers
10.1016/j.jhe.2015.10.003 · 2015
A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix
10.2307/1913610 · 1987
Determining the number of factors from empirical distribution of eigenvalues
10.1162/rest_a_00043 · 2010
A multilevel factor approach for the analysis of CDS commonality and risk contribution
10.1016/j.intfin.2019.101144 · 2019
Unresolved referenced work
1990
Forecasting using principal components from a large number of predictors
10.1198/016214502388618960 · 2002
Consistent model selection for factor-augmented regression within hierarchical factor structures
2025
Unresolved referenced work
Kept as external metadata until matched
A survey on canonical correlation analysis
10.1109/tkde.2019.2958342 · 2019
A useful variant of the Davis–Kahan theorem for statisticians
10.1093/biomet/asv008 · 2015
No additional external references are available.