Imagen de Portada

Comment on 'Sparse Bayesian Factor Analysis when the Number of Factors is Unknown' by S. Frühwirth-Schnatter, D. Hosszejni, and H. Freitas Lopes

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Casarin, Roberto, Peruzzi, Antonio
Formato:	Preprint
Publicado:	2024
Materias:	Methodology Econometrics
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Bayesian Outlier Detection for Matrix-variate Models
por: Billio, Monica, et al.
Publicado: (2025)

Generalized Poisson Dynamic Network Models
por: Carallo, Giulia, et al.
Publicado: (2026)

A Dynamic Stochastic Block Model for Multidimensional Networks
por: López, Ovielt Baltodano, et al.
Publicado: (2022)

A Nonparametric Approach to Augmenting a Bayesian VAR with Nonlinear Factors
por: Clark, Todd, et al.
Publicado: (2025)

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

Matrix Quantile Factor Model
por: Kong, Xin-Bing, et al.
Publicado: (2022)

Difference-in-Differences in the Presence of Unknown Interference
por: Mealli, Fabrizia, et al.
Publicado: (2025)

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

CP Factor Model for Dynamic Tensors
por: Han, Yuefeng, et al.
Publicado: (2021)

Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!
por: Gruber, Luis, et al.
Publicado: (2022)

Approximate Factor Models for Functional Time Series
por: Otto, Sven, et al.
Publicado: (2022)

Disentangling Structural Breaks in Factor Models for Macroeconomic Data
por: Koo, Bonsoo, et al.
Publicado: (2023)

Optimal Decision Rules when Payoffs are Partially Identified
por: Christensen, Timothy, et al.
Publicado: (2022)

Assessing Omitted Variable Bias when the Controls are Endogenous
por: Diegert, Paul, et al.
Publicado: (2022)

Non-parametric Quantile Regression and Uniform Inference with Unknown Error Distribution
por: Hou, Haoze, et al.
Publicado: (2025)

Dynamic Matrix Factor Models for High Dimensional Time Series
por: Yu, Ruofan, et al.
Publicado: (2024)

A Distributed Lag Approach to the Generalised Dynamic Factor Model
por: Gersing, Philipp
Publicado: (2024)

Functional Factor Regression with an Application to Electricity Price Curve Modeling
por: Otto, Sven, et al.
Publicado: (2025)

Dynamic Factor Stochastic Volatility-in-Mean VAR for Large Macroeconomic Panels
por: Hiraki, Daichi, et al.
Publicado: (2026)

Valid Inference when Testing Violations of Parallel Trends for Difference-in-Differences
por: Mikhaeil, Jonas M., et al.
Publicado: (2025)

A Hybrid Framework Combining Autoregression and Common Factors for Matrix Time Series
por: Fan, Zhiyun, et al.
Publicado: (2025)

Detecting Sparse Cointegration
por: Gonzalo, Jesus, et al.
Publicado: (2025)

Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data
por: Li, Degui, et al.
Publicado: (2024)

Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures
por: Leng, Chenlei, et al.
Publicado: (2024)

A Bayes-Factor-Guided Approach to Post-Double Selection with Bootstrapped Multiple Imputation
por: Bleher, Johannes, et al.
Publicado: (2026)

Asymptotic equivalence of Principal Components and Quasi Maximum Likelihood estimators in Large Approximate Factor Models
por: Barigozzi, Matteo
Publicado: (2023)

FARS: Factor Augmented Regression Scenarios in R
por: Bellocca, Gian Pietro, et al.
Publicado: (2025)

Threshold Tensor Factor Model in CP Form
por: Bolivar, Stevenson, et al.
Publicado: (2025)

Bias Correction in Factor-Augmented Regression Models with Weak Factors
por: Jiang, Peiyun, et al.
Publicado: (2025)

Handling Sparse Non-negative Data in Finance
por: Capponi, Agostino, et al.
Publicado: (2025)

Comment on "Generic machine learning inference on heterogeneous treatment effects in randomized experiments."
por: Imai, Kosuke, et al.
Publicado: (2025)

Some models are useful, but for how long?: A decision theoretic approach to choosing when to refit large-scale prediction models
por: Hoffman, Kentaro, et al.
Publicado: (2024)

The Spurious Factor Dilemma: Robust Inference in Heavy-Tailed Elliptical Factor Models
por: Hu, Jiang, et al.
Publicado: (2025)

Bayesian and Frequentist Inference for Synthetic Controls
por: Martinez, Ignacio, et al.
Publicado: (2022)

Quasi-Bayesian Estimation and Inference with Control Functions
por: Liu, Ruixuan, et al.
Publicado: (2024)

Bayesian Inference for Confounding Variables and Limited Information
por: Scharfenaker, Ellis, et al.
Publicado: (2025)

Sparse Asymptotic PCA: Identifying Sparse Latent Factors Across Time Horizon in High-Dimensional Time Series
por: Gao, Zhaoxing
Publicado: (2024)

Estimating Dyadic Treatment Effects with Unknown Confounders
por: Hoshino, Tadao, et al.
Publicado: (2024)

Comparing Misspecified Models with Big Data: A Variational Bayesian Perspective
por: Li, Yong, et al.
Publicado: (2025)

Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications
por: Iacopini, Matteo, et al.
Publicado: (2022)