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Search: subject:"Constrained factor models"
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Constrained factor models
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Estimation theory
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Asymptotic distribution
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Bias-corrected estimator
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Factor analysis
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High dimensionality
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housing prices
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information criteria
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Li, Kunpeng
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Xiang, Jingjie
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Guo, Gangzheng
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1
Determining the number of factors in
constrained
factor
models
via Bayesian information criterion
Xiang, Jingjie
;
Guo, Gangzheng
;
Li, Jiaolong
- In:
Econometric reviews
42
(
2023
)
1
,
pp. 98-122
Persistent link: https://www.econbiz.de/10014305478
Saved in:
2
A note on the asymptotic properties of least squares estimation in high dimensional
constrained
factor
models
Xiang, Jingjie
;
Li, Kunpeng
;
Cui, Guowei
- In:
Economics letters
171
(
2018
),
pp. 144-148
Persistent link: https://www.econbiz.de/10012021791
Saved in:
3
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
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