:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Chen, Songnian, Feng, Junlong
Format:	Preprint
Published:	2025
Subjects:	Econometrics
Online Access:	https://arxiv.org/abs/2501.15761
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Group-Heterogeneous Changes-in-Changes and Distributional Synthetic Controls
by: Chen, Songnian, et al.
Published: (2023)

Individual Welfare Analysis: Random Quasilinear Utility, Independence, and Confidence Bounds
by: Feng, Junlong, et al.
Published: (2023)

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

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

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

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

Dynamic Factor Correlation Model
by: Tong, Chen, et al.
Published: (2025)

Modelling Large Dimensional Datasets with Markov Switching Factor Models
by: Barigozzi, Matteo, et al.
Published: (2022)

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

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

Dynamic Matrix Factor Models for High Dimensional Time Series
by: Yu, Ruofan, 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)

A Bayesian Gaussian Process Dynamic Factor Model
by: Chernis, Tony, et al.
Published: (2025)

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

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

Semiparametric Conditional Factor Models in Asset Pricing
by: Chen, Qihui, et al.
Published: (2021)

Taxonomy and Estimation of Multiple Breakpoints in High-Dimensional Factor Models
by: Duan, Jiangtao, et al.
Published: (2025)

Interactive Effects Panel Data Models with General Factors and Regressors
by: Peng, Bin, et al.
Published: (2021)

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

Let the Tree Decide: FABART A Non-Parametric Factor Model
by: Velasco, Sofia
Published: (2025)

A Robust Residual-Based Test for Structural Changes in Factor Models
by: Peng, Bin, et al.
Published: (2024)

Semiparametric Identification of the Discount Factor and Payoff Function in Dynamic Discrete Choice Models
by: Hao, Yu, et al.
Published: (2025)

Bayesian Dynamic Factor Models for High-dimensional Matrix-valued Time Series
by: Zhang, Wei
Published: (2024)

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

The Canonical Decomposition of Factor Models: Weak Factors are Everywhere
by: Gersing, Philipp, et al.
Published: (2023)

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

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

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

How to Detect Network Dependence in Latent Factor Models? A Bias-Corrected CD Test
by: Pesaran, M. Hashem, et al.
Published: (2021)

Estimation and Inference for CP Tensor Factor Models
by: Chen, Bin, et al.
Published: (2024)

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

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

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

Principal Component Analysis for High-Dimensional Approximate Factor Models in Time Series: Assumptions, Asymptotic Theory, and Identification
by: Barigozzi, Matteo
Published: (2022)

Informing DSGE Models Through Dynamic Factor Models
by: Mario Forni, et al.
Published: (2025)

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

Modewise Additive Factor Model for Matrix Time Series
by: Chen, Elynn, et al.
Published: (2025)

Advanced Models for Hourly Marginal CO2 Emission Factor Estimation: A Synergy between Fundamental and Statistical Approaches
by: Amor, Souhir Ben, et al.
Published: (2024)

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