Weak Identification in Low-Dimensional Factor Models with One or Two Factors
Fuente:
arXiv
Saved in:
| Main Author: | Cox, Gregory |
|---|---|
| Format: | Preprint |
| Published: |
2022
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Weak Identification with Bounds in a Class of Minimum Distance Models
by: Cox, Gregory Fletcher
Published: (2020)
by: Cox, Gregory Fletcher
Published: (2020)
High Dimensional Factor Analysis with Weak Factors
by: Choi, Jungjun, et al.
Published: (2024)
by: Choi, Jungjun, et al.
Published: (2024)
The Canonical Decomposition of Factor Models: Weak Factors are Everywhere
by: Gersing, Philipp, et al.
Published: (2023)
by: Gersing, Philipp, et al.
Published: (2023)
Principal Component Analysis for High-Dimensional Approximate Factor Models in Time Series: Assumptions, Asymptotic Theory, and Identification
by: Barigozzi, Matteo
Published: (2022)
by: Barigozzi, Matteo
Published: (2022)
Modelling Large Dimensional Datasets with Markov Switching Factor Models
by: Barigozzi, Matteo, et al.
Published: (2022)
by: Barigozzi, Matteo, et al.
Published: (2022)
A Simple and Adaptive Confidence Interval when Nuisance Parameters Satisfy an Inequality
by: Cox, Gregory Fletcher
Published: (2024)
by: Cox, Gregory Fletcher
Published: (2024)
Taxonomy and Estimation of Multiple Breakpoints in High-Dimensional Factor Models
by: Duan, Jiangtao, et al.
Published: (2025)
by: Duan, Jiangtao, et al.
Published: (2025)
Does Principal Component Analysis Preserve the Sparsity in Sparse Weak Factor Models?
by: Wei, Jie, et al.
Published: (2023)
by: Wei, Jie, et al.
Published: (2023)
Bias Correction in Factor-Augmented Regression Models with Weak Factors
by: Jiang, Peiyun, et al.
Published: (2025)
by: Jiang, Peiyun, et al.
Published: (2025)
Semiparametric Identification of the Discount Factor and Payoff Function in Dynamic Discrete Choice Models
by: Hao, Yu, et al.
Published: (2025)
by: Hao, Yu, et al.
Published: (2025)
Weak Identification with Many Instruments
by: Mikusheva, Anna, et al.
Published: (2023)
by: Mikusheva, Anna, et al.
Published: (2023)
Dynamic Matrix Factor Models for High Dimensional Time Series
by: Yu, Ruofan, et al.
Published: (2024)
by: Yu, Ruofan, et al.
Published: (2024)
The Dynamic, the Static, and the Weak: Factor models and the analysis of high-dimensional time series
by: Barigozzi, Matteo, et al.
Published: (2024)
by: Barigozzi, Matteo, et al.
Published: (2024)
Dynamic Latent-Factor Model with High-Dimensional Asset Characteristics
by: Baybutt, Adam
Published: (2024)
by: Baybutt, Adam
Published: (2024)
Universal Factor Models
by: Chen, Songnian, et al.
Published: (2025)
by: Chen, Songnian, et al.
Published: (2025)
Confidence Sets under Weak Identification: Theory and Practice
by: Schlemper, Gustavo, et al.
Published: (2026)
by: Schlemper, Gustavo, et al.
Published: (2026)
Identification, Estimation, and Inference in Two-Sided Interaction Models
by: Crippa, Federico
Published: (2025)
by: Crippa, Federico
Published: (2025)
Composite Quantile Factor Model
by: Huang, Xiao
Published: (2023)
by: Huang, Xiao
Published: (2023)
Structural Change Detection in High-Dimensional Transformed Factor Models via Canonical Correlation Analysis
by: Jia, Lei, et al.
Published: (2026)
by: Jia, Lei, et al.
Published: (2026)
One Factor to Bind the Cross-Section of Returns
by: Borri, Nicola, et al.
Published: (2024)
by: Borri, Nicola, et al.
Published: (2024)
Identification of Semiparametric Panel Multinomial Choice Models with Infinite-Dimensional Fixed Effects
by: Gao, Wayne Yuan, et al.
Published: (2020)
by: Gao, Wayne Yuan, et al.
Published: (2020)
Dynamic Factor Models: a Genealogy
by: Barigozzi, Matteo, et al.
Published: (2023)
by: Barigozzi, Matteo, et al.
Published: (2023)
Factors in Fashion: Factor Analysis towards the Mode
by: Sun, Zhe, et al.
Published: (2024)
by: Sun, Zhe, et al.
Published: (2024)
Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models: A Critical Review
by: Barigozzi, Matteo
Published: (2023)
by: Barigozzi, Matteo
Published: (2023)
A Dynamic Factor Model for Level and Volatility
by: Mumtaz, Haroon, et al.
Published: (2026)
by: Mumtaz, Haroon, et al.
Published: (2026)
Actually, There is No Rotational Indeterminacy in the Approximate Factor Model
by: Gersing, Philipp
Published: (2024)
by: Gersing, Philipp
Published: (2024)
Inference in High-Dimensional Panel Models: Two-Way Dependence and Unobserved Heterogeneity
by: Chen, Kaicheng
Published: (2025)
by: Chen, Kaicheng
Published: (2025)
Matrix Quantile Factor Model
by: Kong, Xin-Bing, et al.
Published: (2022)
by: Kong, Xin-Bing, et al.
Published: (2022)
Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures
by: Leng, Chenlei, et al.
Published: (2024)
by: Leng, Chenlei, et al.
Published: (2024)
Single-Index Quantile Factor Model with Observed Characteristics
by: Xu, Ruofan, et al.
Published: (2025)
by: Xu, Ruofan, et al.
Published: (2025)
Estimation of Panel Data Models with Nonlinear Factor Structure
by: Maschmann, Christina, et al.
Published: (2025)
by: Maschmann, Christina, et al.
Published: (2025)
A Bayesian Gaussian Process Dynamic Factor Model
by: Chernis, Tony, et al.
Published: (2025)
by: Chernis, Tony, et al.
Published: (2025)
An Identification and Dimensionality Robust Test for Instrumental Variables Models
by: Navjeevan, Manu
Published: (2023)
by: Navjeevan, Manu
Published: (2023)
Factor Network Autoregressions
by: Barigozzi, Matteo, et al.
Published: (2022)
by: Barigozzi, Matteo, et al.
Published: (2022)
Interactive Effects Panel Data Models with General Factors and Regressors
by: Peng, Bin, et al.
Published: (2021)
by: Peng, Bin, et al.
Published: (2021)
CP Factor Model for Dynamic Tensors
by: Han, Yuefeng, et al.
Published: (2021)
by: Han, Yuefeng, et al.
Published: (2021)
Probabilistic Targeted Factor Analysis
by: Herculano, Miguel C., et al.
Published: (2024)
by: Herculano, Miguel C., et al.
Published: (2024)
A Robust Residual-Based Test for Structural Changes in Factor Models
by: Peng, Bin, et al.
Published: (2024)
by: Peng, Bin, et al.
Published: (2024)
Let the Tree Decide: FABART A Non-Parametric Factor Model
by: Velasco, Sofia
Published: (2025)
by: Velasco, Sofia
Published: (2025)
Approximate Factor Models for Functional Time Series
by: Otto, Sven, et al.
Published: (2022)
by: Otto, Sven, et al.
Published: (2022)
Similar Items
-
Weak Identification with Bounds in a Class of Minimum Distance Models
by: Cox, Gregory Fletcher
Published: (2020) -
High Dimensional Factor Analysis with Weak Factors
by: Choi, Jungjun, et al.
Published: (2024) -
The Canonical Decomposition of Factor Models: Weak Factors are Everywhere
by: Gersing, Philipp, et al.
Published: (2023) -
Principal Component Analysis for High-Dimensional Approximate Factor Models in Time Series: Assumptions, Asymptotic Theory, and Identification
by: Barigozzi, Matteo
Published: (2022) -
Modelling Large Dimensional Datasets with Markov Switching Factor Models
by: Barigozzi, Matteo, et al.
Published: (2022)