:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Rolnmuch, Tracy Patricia Nindry Abigail, Astuti, Yuhana
Format:	Preprint
Published:	2024
Subjects:	Econometrics
Online Access:	https://arxiv.org/abs/2408.01985
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Superstars or Super-Villains? Productivity Spillovers and Firm Dynamics in Indonesia
by: Yasin, Mohammad Zeqi
Published: (2025)

Enhancing Poverty Targeting with Spatial Machine Learning: An application to Indonesia
by: Martinez, Rolando Gonzales, et al.
Published: (2025)

Macroeconomic Factors, Industrial Indexes and Bank Spread in Brazil
by: Junior, Carlos Alberto Durigan, et al.
Published: (2024)

Identification and Estimation of Demand Models with Endogenous Product Entry and Exit
by: Aguirregabiria, Victor, et al.
Published: (2023)

Foreign Direct Investment and Regional Economic Growth considering the Distance to the Northern Border of Mexico
by: Alejandro Díaz-Bautista
Published: (2006)

The Economics of Spatial Coordination in Critical Infrastructure Investment
by: Diamond, L Kaili, et al.
Published: (2025)

Identifying Economic Factors Affecting Unemployment Rates in the United States
by: Green, Alrick, et al.
Published: (2024)

Factors in Fashion: Factor Analysis towards the Mode
by: Sun, Zhe, et al.
Published: (2024)

Big Wins, Small Net Gains: Direct and Spillover Effects of First Industry Entries in Puerto Rico
by: Arroyo, Jorge A.
Published: (2025)

Probabilistic Targeted Factor Analysis
by: Herculano, Miguel C., et al.
Published: (2024)

Impact of R&D and AI Investments on Economic Growth and Credit Rating
by: Gondauri, Davit, et al.
Published: (2024)

Machine Learning and Econometric Approaches to Fiscal Policies: Understanding Industrial Investment Dynamics in Uruguay (1974-2010)
by: Vallarino, Diego
Published: (2024)

Residual Income Valuation and Stock Returns: Evidence from a Value-to-Price Investment Strategy
by: Haboub, Ahmad, et al.
Published: (2025)

The Impact of Research and Development (R&D) Expenditures on the Value Added in the Agricultural Sector of Iran
by: Hataminia, Soheil, et al.
Published: (2025)

Does Principal Component Analysis Preserve the Sparsity in Sparse Weak Factor Models?
by: Wei, Jie, et al.
Published: (2023)

Finite-Sample Distortion in Kernel Specification Tests: A Perturbation Analysis of Empirical Directional Components
by: Rui, Cui, et al.
Published: (2025)

Sensitivity Analysis for Causal ML: A Use Case at Booking.com
by: Bach, Philipp, et al.
Published: (2025)

Probabilistic Quantile Factor Analysis
by: Korobilis, Dimitris, et al.
Published: (2022)

Journal Impact Factor and Federal Reserve Monetary Policy: An Econometric Analysis Based on 1975-2026
by: Huang, Alex
Published: (2026)

High Dimensional Factor Analysis with Weak Factors
by: Choi, Jungjun, et al.
Published: (2024)

Estimation and Inference for Three-Dimensional Panel Data Models
by: Feng, Guohua, et al.
Published: (2024)

Localized Neural Network Modelling of Time Series: A Case Study on US Monetary Policy
by: Gao, Jiti, 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)

Comment on 'Sparse Bayesian Factor Analysis when the Number of Factors is Unknown' by S. Frühwirth-Schnatter, D. Hosszejni, and H. Freitas Lopes
by: Casarin, Roberto, et al.
Published: (2024)

Weak Identification in Low-Dimensional Factor Models with One or Two Factors
by: Cox, Gregory
Published: (2022)

Universal Factor Models
by: Chen, Songnian, et al.
Published: (2025)

Factor Network Autoregressions
by: Barigozzi, Matteo, et al.
Published: (2022)

Unbiased Estimation of Central Moments in Unbalanced Two- and Three-Level Models
by: Ben-Moshe, Dan, et al.
Published: (2026)

Composite Quantile Factor Model
by: Huang, Xiao
Published: (2023)

Three's a crowd: Identification challenges in the triple difference model with spillover effects
by: De Nicolò, Silvia, et al.
Published: (2026)

(Debiased) Inference for Fixed Effects Estimators with Three-Dimensional Panel and Network Data
by: Czarnowske, Daniel, et al.
Published: (2025)

AI-Enhanced TOE Framework for Sustainable Industrial Performance in Fragile and Transforming Economies: Evidence from Yemen and Saudi Arabia
by: Farhana, Shaima, et al.
Published: (2025)

Structural Change Detection in High-Dimensional Transformed Factor Models via Canonical Correlation Analysis
by: Jia, Lei, et al.
Published: (2026)

Dynamic Factor Models: a Genealogy
by: Barigozzi, Matteo, et al.
Published: (2023)

Three Scores and 15 Years (1948-2023) of Rao's Score Test: A Brief History
by: Bera, Anil K., et al.
Published: (2024)

Actually, There is No Rotational Indeterminacy in the Approximate Factor Model
by: Gersing, Philipp
Published: (2024)

A Dynamic Factor Model for Level and Volatility
by: Mumtaz, Haroon, et al.
Published: (2026)

Factor multivariate stochastic volatility models of high dimension
by: Poignard, Benjamin, et al.
Published: (2024)

Single-Index Quantile Factor Model with Observed Characteristics
by: Xu, Ruofan, et al.
Published: (2025)

Estimation of Panel Data Models with Nonlinear Factor Structure
by: Maschmann, Christina, et al.
Published: (2025)