Formalizes three regimes of GIV instrument strength in large panels and derives consistency, rates, and inference rules for strong, nearly weak, and weak cases.
Inferential Theory for Factor Models of Large Dimensions
3 Pith papers cite this work. Polarity classification is still indexing.
3
Pith papers citing it
fields
econ.EM 3years
2026 3verdicts
UNVERDICTED 3representative citing papers
Moment-based method identifies regression coefficient beta and LDA concentration alpha_0 from response-weighted corrected word moments and commutativity, without per-document topic estimation.
Develops consistent procedures and an efficient alternating least squares algorithm for determining the number of dynamic factors and filter length in dynamic factor models, applied to US macroeconomic time series.
citing papers explorer
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Granular Instrumental Variables in Large Panels: Identification and Inference Across Strong, Nearly Weak, and Weak GIV
Formalizes three regimes of GIV instrument strength in large panels and derives consistency, rates, and inference rules for strong, nearly weak, and weak cases.
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Moment-Based Inference for Regression with Latent Dirichlet Covariates
Moment-based method identifies regression coefficient beta and LDA concentration alpha_0 from response-weighted corrected word moments and commutativity, without per-document topic estimation.
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Determining the Structure of Dynamic Factor Models
Develops consistent procedures and an efficient alternating least squares algorithm for determining the number of dynamic factors and filter length in dynamic factor models, applied to US macroeconomic time series.