Identification theory for high dimensional static and dynamic factor models

By Jushan Bai, Peng Wang. 2014

38 citations recorded by the source corpus.

Subfields: Applied Mathematics, Computational Theory and Mathematics, Control and Systems Engineering

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Applied Mathematics

1. Serena Ng
2. Jushan Bai

In Computational Theory and Mathematics

1. Serena Ng
2. Xu Han
3. Chao Jiang
4. Xianghua Meng
5. Jie Liu
6. Jushan Bai
7. Liangjun Su
8. George Kapetanios

In Control and Systems Engineering

1. Jie Liu
2. Serena Ng
3. Chao Jiang
4. Jushan Bai
5. Xu Han

Citations in the corpus

• Principal Components and Regularized Estimation of Factor Models (2017, background): “A theory of identification for high dimensional factor models is given in Bai and Wang (2014).”
• Time‐domain Galerkin method for dynamic load identification (2016, methodology): “Thus, the demand of the load identification is presented, which leads the vigorous development of the technique for the dynamic load identification [3].”