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type_genre:"Bibliography included"
~person:"Li, Kunpeng"
~person:"Wu, Jianhong"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Factor analysis"
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Factor analysis
12
Faktorenanalyse
11
Theorie
9
Theory
9
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Panel
4
Panel study
4
Estimation
3
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3
Structural break
3
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Time series analysis
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2
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2
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2
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2
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The number of breaks
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1
Constrained factor models
1
Correlation
1
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Determining the number of factors
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Li, Kunpeng
Wu, Jianhong
Bai, Jushan
20
Marcellino, Massimiliano
13
Ng, Serena
12
Kapetanios, George
11
Koopman, Siem Jan
11
Hallin, Marc
9
Ruiz, Esther
9
Schumacher, Christian
9
Barigozzi, Matteo
8
Fan, Jianqing
8
Giannone, Domenico
8
Modugno, Michele
8
Poncela, Pilar
8
Dubey, Rameshwar
7
Eickmeier, Sandra
7
Han, Xu
7
Härdle, Wolfgang
7
Westerlund, Joakim
7
Doz, Catherine
6
Fletcher, Jonathan
6
Liao, Yuan
6
Luciani, Matteo
6
Peña, Daniel
6
Rua, António
6
Xiu, Dacheng
6
Ahn, Seung Chan
5
Ali, Sadia Samar
5
Bouaddi, Mohammed
5
Camacho, Maximo
5
Lance, Charles E.
5
Lippi, Marco
5
Onatski, Alexei
5
Pesaran, M. Hashem
5
Yazgan, Mustafa Ege
5
Ando, Tomohiro
4
Berger, Tino
4
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4
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Economics letters
5
Journal of econometrics
3
Annual review of financial economics
1
Economic modelling
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
The review of economics and statistics
1
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ECONIS (ZBW)
12
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1
Determining the number of change-points in high-dimensional factor models by cross-validation with matrix completion
Zhou, Ruichao
;
Wu, Jianhong
- In:
Economics letters
232
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014464419
Saved in:
2
Estimation of high-dimensional factor models with multiple structural changes
Wang, Lu
;
Wu, Jianhong
- In:
Economic modelling
108
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013347719
Saved in:
3
Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity
Ando, Tomohiro
;
Bai, Jushan
;
Li, Kunpeng
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 20-38
Persistent link: https://www.econbiz.de/10013441911
Saved in:
4
Recent developments in factor models and applications in econometric learning
Fan, Jianqing
;
Li, Kunpeng
;
Liao, Yuan
- In:
Annual review of financial economics
13
(
2021
),
pp. 401-430
Persistent link: https://www.econbiz.de/10012795259
Saved in:
5
Determining the number of breaks in large dimensional factor models with structural changes
Wang, Lu
;
Zhou, Ruichao
;
Wu, Jianhong
- In:
Economics letters
199
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012605871
Saved in:
6
Efficient estimation of heterogeneous coefficients in panel data models with common shocks
Li, Kunpeng
;
Cui, Guowei
;
Lu, Lina
- In:
Journal of econometrics
216
(
2020
)
2
,
pp. 327-353
Persistent link: https://www.econbiz.de/10012439719
Saved in:
7
Detecting irrelevant variables in possible proxies for the latent factors in macroeconomics and finance
Wu, Jianhong
- In:
Economics letters
176
(
2019
),
pp. 60-63
Persistent link: https://www.econbiz.de/10012121231
Saved in:
8
Eigenvalue difference test for the number of common factors in the approximate factor models
Wu, Jianhong
- In:
Economics letters
169
(
2018
),
pp. 63-67
Persistent link: https://www.econbiz.de/10012019511
Saved in:
9
Quasi maximum likelihood analysis of high dimensional constrained factor models
Li, Kunpeng
;
Li, Qi
;
Lu, Lina
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 574-612
Persistent link: https://www.econbiz.de/10012110418
Saved in:
10
Maximum likelihood estimation and inference for approximate factor models of high dimension
Bai, Jushan
;
Li, Kunpeng
- In:
The review of economics and statistics
98
(
2016
)
2
,
pp. 298-309
Persistent link: https://www.econbiz.de/10011477242
Saved in:
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