Zhangjialukou 121, Huaxiang
Fengtai district
Beijing, 100070
China
Capital University of Economics and Business
SSRN RANKINGS
in Total Papers Downloads
Forecasting, PCA, Big Data, Machine Learning, Supervised Learning
Bond Return Predictability, Real Time Macro Data, Vintage, PCA, Big Data, Machine Learning
Panel data models, spatial interactions, common shocks
factor models, spiked low rank matrix, matrix completion, unbalanced panel, factor adjustments, robustness, model section, multiple testing, high-dimensional
Economic Condition, Nowcasting, Economic News, News Topics, Textual Analysis
Constrained factor models, Maximum likelihood estimation, High dimensionality, Inferential theory