| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
An incidental parameters free inference approach for panels with common shocks
|
Juodis, Artūras
|
|
|
229 |
1 |
p. 19-54
|
artikel
|
| 2 |
Asymptotic properties of correlation-based principal component analysis
|
Choi, Jungjun
|
|
|
229 |
1 |
p. 1-18
|
artikel
|
| 3 |
Editorial Board
|
|
|
|
229 |
1 |
p. ii
|
artikel
|
| 4 |
Estimation and inference in heterogeneous spatial panels with a multifactor error structure
|
Chen, Jia
|
|
|
229 |
1 |
p. 55-79
|
artikel
|
| 5 |
Factor models with local factors — Determining the number of relevant factors
|
Freyaldenhoven, Simon
|
|
|
229 |
1 |
p. 80-102
|
artikel
|
| 6 |
Factor models with many assets: Strong factors, weak factors, and the two-pass procedure
|
Anatolyev, Stanislav
|
|
|
229 |
1 |
p. 103-126
|
artikel
|
| 7 |
Functional time series approach to analyzing asset returns co-movements
|
Saart, Patrick W.
|
|
|
229 |
1 |
p. 127-151
|
artikel
|
| 8 |
High-dimensional test for alpha in linear factor pricing models with sparse alternatives
|
Feng, Long
|
|
|
229 |
1 |
p. 152-175
|
artikel
|
| 9 |
Kotlarski with a factor loading
|
Lewbel, Arthur
|
|
|
229 |
1 |
p. 176-179
|
artikel
|
| 10 |
Maximum likelihood estimation and inference for high dimensional generalized factor models with application to factor-augmented regressions
|
Wang, Fa
|
|
|
229 |
1 |
p. 180-200
|
artikel
|
| 11 |
Projected estimation for large-dimensional matrix factor models
|
Yu, Long
|
|
|
229 |
1 |
p. 201-217
|
artikel
|
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