M. Rubin
Economics and Econometrics · with Andreou · 2019
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 6 citations into it
Whom M. Rubin trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from M. Rubin's perspective
Ordered by how strongly the researchers M. Rubin trusts endorse each paper. Same corpus, a different order for every researcher.
- Inferential Theory for Factor Models of Large Dimensions
- An Introduction to Multivariate Statistical Analysis
- Matrix Analysis for Statistics
- Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
- Forecasting Using Principal Components From a Large Number of Predictors
- Are more data always better for factor analysis
- Large Dimensional Factor Analysis
- Nowcasting: the real time informational content of macroeconomic data releases
- Eigenvalue Ratio Test for the Number of Factors
- Monetary Policy in a Data-Rich Environment
Their papers
- Inference in Group Factor Models With an Application to Mixed‐Frequency Data (2019) — 53 citations