1. Factor models with local factors — Determining the number of relevant factors. (2022). Freyaldenhoven, Simon.
   In: Journal of Econometrics.
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2. Transfer entropy as a variable selection methodology of cryptocurrencies in the framework of a high dimensional predictive model. (2020). Farias, Graciela Gonzalez ; Garcia-Medina, Andres.
   In: PLOS ONE.
   RePEc:plo:pone00:0227269.

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3. Estimation of high-dimensional factor models and its application in power data analysis. (2019). Mi, Tiebin ; Qiu, Robert ; Shi, Xin.
   In: Papers.
   RePEc:arx:papers:1905.02061.

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4. Determining the number of factors with potentially strong within-block correlations in error terms. (2017). Caner, Mehmet ; Han, XU.
   In: Econometric Reviews.
   RePEc:taf:emetrv:v:36:y:2017:i:6-9:p:946-969.

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5. A Generalized Factor Model with Local Factors. (2017). Freyaldenhoven, Simon.
   In: 2017 Papers.
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6. Cleaning large correlation matrices: tools from random matrix theory. (2016). Bun, Joel ; Potters, Marc ; Bouchaud, Jean-Philippe.
   In: Papers.
   RePEc:arx:papers:1610.08104.

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7. A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets. (2013). GUO-FITOUSSI, Liang .
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8. Large panel data models with cross-sectional dependence: a survey. (2013). Pesaran, M ; Chudik, Alexander.
   In: Globalization Institute Working Papers.
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9. Large Panel Data Models with Cross-Sectional Dependence: A Survey. (2013). Pesaran, M ; Chudik, Alexander.
   In: CESifo Working Paper Series.
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10. The “V-factor”: Distribution, timing and correlates of the great Indian growth turnaround. (2012). wright, stephen ; Ghate, Chetan.
    In: Journal of Development Economics.
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11. Estimating High Dimensional Covariance Matrices and its Applications. (2011). Bai, Jushan ; Shi, Shuzhong .
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2011:v:12:i:2:p:199-215.

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12. A REVIEW AND COMPARISON OF TESTS OF CROSS?SECTION INDEPENDENCE IN PANELS. (2009). Tosetti, Elisa ; Moscone, Francesco.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:23:y:2009:i:3:p:528-561.

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13. Large dimension forecasting models and random singular value spectra. (2007). Miceli, Maria-Augusta ; Laloux, L. ; J.-P. Bouchaud, ; J. -P. Bouchaud, ; Potters, M..
    In: The European Physical Journal B: Condensed Matter and Complex Systems.
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14. An Empirical Study of Asian Stock Volatility Using Stochastic Volatility Factor Model: Factor Analysis and Forecasting. (2006). Silvia S. W. Lui, .
    In: Working Papers.
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15. Forecasting Inflation and GDP growth: Comparison of Automatic Leading Indicator (ALI) Method with Macro Econometric Structural Models (MESMs). (2006). Qin, Duo ; Ducanes, Geoffrey ; Quising, Pilipinas ; Magtibay-Ramos, Nedelyn ; Cagas, Marie Anne .
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16. An Empirical Study of Asian Stock Volatility Using Stochastic Volatility Factor Model: Factor Analysis and Forecasting. (2006). , Silvia ; Silvia, .
    In: Working Papers.
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17. Forecasting Inflation and GDP growth: Comparison of Automatic Leading Indicator (ALI) Method with Macro Econometric Structural Models (MESMs). (2006). Qin, Duo ; Ducanes, Geoffrey ; Quising, Pilipinas ; Magtibay-Ramos, Nedelyn ; Cagas, Marie Anne .
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18. On information in static and dynamic factor models. (2006). Jacobs, Jan ; Otter, Pieter W.
    In: CCSO Working Papers.
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19. Large dimension forecasting models and random singular value spectra. (2005). Potters, Marc ; Miceli, Augusta M. ; Laloux, Laurent ; Bouchaud, Jean-Philippe.
    In: Science & Finance (CFM) working paper archive.
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20. A Testing Procedure for Determining the Number of Factors in Approximate Factor Models with Large Datasets. (2005). Kapetanios, George.
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21. A Testing Procedure for Determining the Number of Factors in Approximate Factor Models with Large Datasets. (2005). Kapetanios, George.
    In: Working Papers.
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22. Automatic Leading Indicators (ALIs) versus Macro Econometric Structural Models (MESMs): Comparison of Inflation and GDP growth Forecasting. (2002). Qin, Duo ; Ducanes, Geoffrey ; Quising, Pilipinas ; Magtibay-Ramos, Nedelyn ; Cagas, Marie Anne .
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1. A General Theory of Rank Testing. (2015). Al-Sadoon, Majid.
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2. Measuring Consumer Preferences and Estimating Demand Systems.. (2009). Serletis, Apostolos ; Barnett, William.
   In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
   RePEc:kan:wpaper:200901.

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3. The Structure of US Food Demand. (2008). LaFrance, Jeffrey ; Pope, Rulon.
   In: Working Papers.
   RePEc:wsu:wpaper:lafrance-1.

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4. Consumer preferences and demand systems. (2008). Serletis, Apostolos ; Barnett, William.
   In: MPRA Paper.
   RePEc:pra:mprapa:8413.

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5. Measuring Consumer Preferences and Estimating Demand Systems. (2008). Serletis, Apostolos ; Barnett, William.
   In: MPRA Paper.
   RePEc:pra:mprapa:12318.

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6. Identification and Estimation of Irregular Correlated Random Coefficient Models. (2008). Graham, Bryan ; Powell, James.
   In: NBER Working Papers.
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7. The Benefit Function Approach to Modeling Price-Dependent Demand Systems: An Application of Duality Theory. (2008). McLaren, Keith ; K. K. Gary Wong, ; K. K. Gary Wong, ; K. K. Gary Wong, .
   In: Monash Econometrics and Business Statistics Working Papers.
   RePEc:msh:ebswps:2008-8.

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8. Tricks With Hicks: The EASI Demand System. (2008). Pendakur, Krishna ; Lewbel, Arthur.
   In: Boston College Working Papers in Economics.
   RePEc:boc:bocoec:651.

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9. GMM Estimation of the Number of Latent Factors. (2007). Perez, M. Fabricio ; Ahn, Seung.
   In: MPRA Paper.
   RePEc:pra:mprapa:4862.

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10. Integrability of demand accounting for unobservable heterogeneity: a test on panel data. (2007). Christensen, Mette.
    In: IFS Working Papers.
    RePEc:ifs:ifsewp:07/14.

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11. Curvas de Engel de Alimentos, Preferencias Heterogéneas y Características Demográficas de los Hogares: Estimaciones para Argentina. (2007). Pizzolitto, Georgina.
    In: CEDLAS, Working Papers.
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12. The Asymptotics for Panel Models with Common Shocks. (2006). Urga, Giovanni ; Trapani, Lorenzo ; Kao, Chihwa.
    In: Center for Policy Research Working Papers.
    RePEc:max:cprwps:77.

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13. Estimates of semiparametric equivalence scales. (2006). Sun, Yiguo ; Stengos, Thanasis ; Wang, Dianqin .
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:21:y:2006:i:5:p:629-639.

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14. Modeling Heterogeneity. (2006). Lewbel, Arthur.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:650.

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15. Local and global rank tests for multivariate varying-coefficient models. (2005). Fortuna, Natércia ; Donald, Stephen ; Pipiras, Vladas.
    In: FEP Working Papers.
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16. On rank estimation in symmetric matrices: the case of indefinite matrix estimators. (2005). Fortuna, Natércia ; Donald, Stephen ; Pipiras, Vladas.
    In: FEP Working Papers.
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17. Unexploited Connections Between Intra- and Inter-temporal Allocation. (2005). Low, Hamish ; Crossley, Thomas.
    In: Social and Economic Dimensions of an Aging Population Research Papers.
    RePEc:mcm:sedapp:131.

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18. Unexploited Connections Between Intra- and Inter-temporal Allocation. (2005). Low, Hamish ; Crossley, Thomas.
    In: Quantitative Studies in Economics and Population Research Reports.
    RePEc:mcm:qseprr:395.

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19. Is the elasticity of intertemporal substitution constant?. (2005). Low, Hamish ; Crossley, Thomas.
    In: IFS Working Papers.
    RePEc:ifs:ifsewp:05/25.

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20. Best nonparametric bounds on demand responses. (2005). Crawford, Ian ; Browning, Martin ; Blundell, Richard.
    In: IFS Working Papers.
    RePEc:ifs:ifsewp:05/20.

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21. Best nonparametric bounds on demand responses. (2005). Crawford, Ian ; Browning, Martin ; Blundell, Richard.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:12/05.

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22. Unexploited Connections Between Intra- and Inter-temporal Allocation. (2005). Low, Hamish ; Crossley, Thomas.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0537.

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23. Estimating and testing intertemporal preferences: A unified framework for consumption, work and savings. (2004). Chin, William.
    In: GE, Growth, Math methods.
    RePEc:wpa:wuwpge:0409002.

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24. Local rank tests in a multivariate nonparametric relationship. (2004). Fortuna, Natércia.
    In: FEP Working Papers.
    RePEc:por:fepwps:137.

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25. Local rank tests in a multivariate nonparametric relationship. (2004). Fortuna, Natércia.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:446.

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26. Consumption Patterns around the Time of Retirement: Evidence from the Consumer Expenditure Surveys. (2004). Ulker, Aydogan.
    In: Econometric Society 2004 Australasian Meetings.
    RePEc:ecm:ausm04:54.

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27. Generalized Reduced Rank Tests using the Singular Value Decomposition. (2004). Paap, Richard ; Kleibergen, Frank.
    In: Econometric Society 2004 Australasian Meetings.
    RePEc:ecm:ausm04:195.

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28. Estimating and testing preferences for consumption, work hours and savings using the PSID, the profit function and the true dynamic budget constraint. (2003). Chin, William.
    In: Microeconomics.
    RePEc:wpa:wuwpmi:0312005.

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29. Rank Test Based On Matrix Perturbation Theory. (2003). Ratsimalahelo, Zaka .
    In: Econometrics.
    RePEc:wpa:wuwpem:0306008.

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30. Time-varying intercepts and equilibrium analysis: an extension of the dynamic almost ideal demand model. (2003). Deschamps, Philippe.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:18:y:2003:i:2:p:209-236.

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31. A rational rank four demand system. (2003). Lewbel, Arthur.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:18:y:2003:i:2:p:127-135.

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32. Demographics in demand systems. (2003). Blow, Laura.
    In: IFS Working Papers.
    RePEc:ifs:ifsewp:03/18.

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33. Nonparametric IV estimation of shape-invariant Engel curves. (2003). Kristensen, Dennis ; Chen, Xiaohong ; Blundell, Richard.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:15/03.

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34. Estimates of Semiparametric Equivalence Scales. (2003). Sun, Yiguo ; Stengos, Thanasis ; Wang, D..
    In: Working Papers.
    RePEc:gue:guelph:2003-7.

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35. Strongly Consistent Determination of the Rank of Matrix. (2003). Ratsimalahelo, Zaka .
    In: EERI Research Paper Series.
    RePEc:eei:rpaper:eeri_rp_2003_04.

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36. A Rational Rank Four Demand System. (2003). Lewbel, Arthur.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:463.

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37. Household Demand for Food in Switzerland. A Quadratic Almost Ideal Demand System. (2002). Abdulai, Awudu.
    In: Swiss Journal of Economics and Statistics (SJES).
    RePEc:ses:arsjes:2002-i-1.

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38. Cobb-Douglas Utility - Eventually!. (2002). Rimmer, Maureen ; Powell, Alan ; Pearson, Ken ; McLaren, Keith.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2002-12.

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39. Aggregation Effects on Price and Expenditure Elasticities in a Quadratic Almost Ideal Demand System. (2002). Mountain, Dean ; Denton, Frank.
    In: Quantitative Studies in Economics and Population Research Reports.
    RePEc:mcm:qseprr:374.

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40. Migration in the Enlarged European Union: Empirical Evidence for Labour Mobility in the Baltic States. (2002). Kielyte, Julia ; Kancs, d'Artis ; Ratsimalahelo, Zaka .
    In: EERI Research Paper Series.
    RePEc:eei:rpaper:eeri_rp_2002_04.

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41. Demand Systems With Nonstationary Prices. (2002). Ng, Serena ; Lewbel, Arthur.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:441.

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42. DUAL APPROACHES TO THE ANALYSIS OF RISK AVERSION. (2002). Quiggin, John ; Chambers, Robert.
    In: Working Papers.
    RePEc:ags:umdrwp:28606.

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43. An empirical comparison of flexible demand system functional forms. (2001). Serletis, Apostolos ; Fleissig, Adrian R. ; Fisher, Douglas.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:16:y:2001:i:1:p:59-80.

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44. Linear household technologies. (2000). Perali, Federico ; Bollino, Carlo Andrea ; Rossi, Nicola .
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:15:y:2000:i:3:p:275-287.

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45. Sexual Bias and Household Consumption: A Semiparametric Analysis of Engel Curves in Rural China. (2000). van soest, arthur ; Gong, Xiaodong ; Zhang, Ping.
    In: IZA Discussion Papers.
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46. True Multilateral Indexes for International Comparisons of Real Income: Theory and Empirics. (2000). Neary, J. Peter.
    In: CEPR Discussion Papers.
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47. Determining the Number of Factors in Approximate Factor Models. (2000). Ng, Serena ; Bai, Jushan.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:440.

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48. Equivalence scales and consumption inequality: a study of household consumption patterns in italy. (1999). Michelini, Claudio.
    In: Departmental Working Papers.
    RePEc:mil:wpdepa:1999-02.

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49. Intrahousehold Resource Allocation in Rural Pakistan: A Semi-parametric Analysis. (1998). Bhalotra, Sonia ; Attfield, Cliff .
    In: STICERD - Development Economics Papers - From 2008 this series has been superseded by Economic Organisation and Public Policy Discussion Papers.
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50. Non-parametric Engel curves and revealed preferences. (1997). Crawford, Ian ; Browning, Martin ; Blundell, Richard.
    In: IFS Working Papers.
    RePEc:ifs:ifsewp:97/14.

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