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Asymptotic properties of correlation-based principal component analysis
Choi, Jungjun; Yang, Xiye - In: Journal of econometrics 229 (2022) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10013441823
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An incidental parameters free inference approach for panels with common shocks
Juodis, Artūras; Sarafidis, Vasilis - In: Journal of econometrics 229 (2022) 1, pp. 19-54
Persistent link: https://www.econbiz.de/10013441827
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Factor models with local factors : determining the number of relevant factors
Freyaldenhoven, Simon - In: Journal of econometrics 229 (2022) 1, pp. 80-102
Persistent link: https://www.econbiz.de/10013441833
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Factor models with many assets : strong factors, weak factors, and the two-pass procedure
Anatolyev, Stanislav; Mikusheva, Anna - In: Journal of econometrics 229 (2022) 1, pp. 103-126
Persistent link: https://www.econbiz.de/10013441835
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High-dimensional test for alpha in linear factor pricing models with sparse alternatives
Feng, Long; Lan, Wei; Liu, Binghui; Ma, Yanyuan - In: Journal of econometrics 229 (2022) 1, pp. 152-175
Persistent link: https://www.econbiz.de/10013441842
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Kotlarski with a factor loading
Lewbel, Arthur - In: Journal of econometrics 229 (2022) 1, pp. 176-179
Persistent link: https://www.econbiz.de/10013441849
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Adaptive Bayesian estimation of conditional discrete-continuous distributions with an application to stock market trading activity
Norets, Andriy; Pelenis, Justinas - In: Journal of econometrics 230 (2022) 1, pp. 62-82
Persistent link: https://www.econbiz.de/10013441915
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Posterior-based Wald-type statistics for hypothesis testing
Liu, Xiaobin; Li, Yong; Yu, Jun; Zeng, Tao - In: Journal of econometrics 230 (2022) 1, pp. 83-113
Persistent link: https://www.econbiz.de/10013441919
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Real-time Bayesian learning and bond return predictability
Wan, Runqing; Fulop, Andras; Li, Junye - In: Journal of econometrics 230 (2022) 1, pp. 114-130
Persistent link: https://www.econbiz.de/10013441922
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Bayesian nonparametric learning of how skill is distributed across the mutual fund industry
Fisher, Mark; Jensen, Mark J. - In: Journal of econometrics 230 (2022) 1, pp. 131-153
Persistent link: https://www.econbiz.de/10013441924