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Robust Factor Models with Explanatory Proxies
1 of 38 checkable references need attention · checked 2026-08-04
At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.
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References needing attention
does not resolve to a known work10.2307/2290563
The 37 checked references that resolve
resolves10.1016/s0304-4076(00)00083-x
GMM estimation of linear panel data models with time-varying individual effects
resolves10.1016/0304-4076(91)90107-o
Asymptotic optimality of generalized C, cross-validation, and generalized cross-validation in regression with heteroskedastic errors
resolves10.2307/1912275
Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
resolves10.1162/rest_a_00225
A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models
resolves10.1111/rssb.12166
Estimation of High Dimensional Mean Regression in the Absence of Symmetry and Light Tail Assumptions
resolves10.1111/rssb.12016
Large Covariance Estimation by Thresholding Principal Orthogonal Complements
resolves10.1080/07350015.2012.740435
Testing Linear Factor Pricing Models With Large Cross Sections: A Distribution-Free Approach
resolves10.1111/j.2517-6161.1994.tb01998.x
Automated Kernel Smoothing of Dependent Data by Using Time Series Cross-Validation
resolves10.1111/1467-9868.00125
Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion
resolves10.1214/12-aos970
Factor modeling for high-dimensional time series: Inference for the number of factors
resolves10.1016/j.jmva.2015.02.016
Supervised singular value decomposition and its asymptotic properties
resolves10.1214/aos/1176350486
Asymptotic Optimality for $C_p, C_L$, Cross-Validation and Generalized Cross-Validation: Discrete Index Set
resolves10.1214/aos/1176347023
Asymptotics with Increasing Dimension for Robust Regression with Applications to the Bootstrap
resolves10.3982/ecta9382
Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects
resolves10.1016/j.jeconom.2012.01.034
Asymptotics of the principal components estimator of large factor models with weakly influential factors
resolves10.1214/aos/1176349744
Asymptotic Behavior of $M$ Estimators of $p$ Regression Parameters when $p^2 / n$ is Large; II. Normal Approximation
resolves10.1198/016214502388618960
Forecasting Using Principal Components From a Large Number of Predictors
The 1 reference without a DOI — listed, not checked
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