Back to Results
First PageMeta Content
Psychometrics / Regression analysis / Econometrics / Factor analysis / Dynamic factor / Estimator / Least squares / Scaling / Principal component analysis / Statistics / Multivariate statistics / Estimation theory


Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities Xu Cheng∗ Zhipeng Liao
Add to Reading List

Document Date: 2015-02-22 21:10:01

Open Document

File Size: 780,02 KB

Share Result on Facebook

City

Philadelphia / Los Angeles / Assumption / /

Company

Lehman Brothers / Bear Stearns / /

Country

United States / /

/

Facility

Bunche Hall / Structural Instabilities Xu Cheng∗ Zhipeng Liao Frank Schorfheide University of University / Southern Methodist University / University of Pennsylvania California / University of Pennsylvania / University of California / Yale University / /

IndustryTerm

technology shocks / /

Organization

Department of Economics / National Science Foundation / University of Pennsylvania / University of Pennsylvania California / Southern Methodist University / University of California / Los Angeles / Structural Instabilities Xu Cheng∗ Zhipeng Liao Frank Schorfheide University / Conference Board / Yale University / /

Person

Lin / Yuan / Ira ×ra / Minchul Shin / Fb / /

ProvinceOrState

Pennsylvania / California / /

Technology

simulation / /

SocialTag