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High-Dimensional Binary Variates: Maximum Likelihood Estimation with Nonstationary Covariates and Factors

https://doi.org/10.2139/ssrn.5272564
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Testing the Number of Common Factors by Bootstrapped Sample Covariance Matrix in High-Dimensional Factor Models
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Varying-Coefficient Panel Data Models With Nonstationarity and Partially Observed Factor Structure
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Quasi Maximum Likelihood Estimation for Large-Dimensional Matrix Factor Models
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Nonstationary Binary Choice
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Nonlinear Regressions with Integrated Time Series
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Large Covariance Estimation by Thresholding Principal Orthogonal Complements
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Statistical analysis of factor models of high dimension
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Estimation for single-index and partially linear single-index integrated models
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CLT for largest eigenvalues and unit root testing for high-dimensional nonstationary time series
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Quantile Factor Models
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Generalized Principal Component Analysis for Large-dimensional Matrix Factor Model
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Funds, Factors, and Diversification in Arbitrage Pricing Models
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Jump-Robust Volatility Estimation using Nearest Neighbor Truncation
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Estimation of Jump Tails
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Testing the number of common factors by bootstrapped sample covariance matrix in high-dimensional factor models
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