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24 Jul 2017: h1Xj=0. jj1T =1. (1 )2. H 1+. 1. Op. T1=2. Op. ... Considering that under H0, ̂T0;H(̂0T) =. Op(T1=2), we have. V arp.

19 Jul 2017: Testing hypotheses about the number of factors in. large factor models. Alexei Onatski. Economics Department, Columbia University. April 5, 2009. Abstract. In thispaperwestudyhigh-dimensional timeseries thathave thegeneralized. dynamic factor

18 Apr 2017: A3 9KA24>2!ASO68C!2?UN/02,DA2?C!6HD 6893 96H< I'<OC!C!KA>6HI3V>2!WOK2!I C?2,P10 6HCQ0782?3 E>@9<V90 ... p#w?y {M#y{6w?op?l,p?¤] ¥ po({6p?y s]q66{oq6qw?#oe6rqr s#lr p#y{6w#o(p?l,p?¤] ¥

7 Jun 2017: But the export op-tion became too expensive or impossible to continue due to the anti-dumping regulations becoming more prominent in such countries since 2007. ... Companies provide their industrial waste of various types and universities jointly

24 Jul 2017: In particular, we showthat ‖θ̂T θ0‖2 = Op((nκ(W)/T)1/2), which improves on the crude rate implied by theunrestricted correlation matrix estimator, Op((n. ... XT = Op(‖YT‖), where. ‖‖ is some matrix norm, means that for every real ε > 0,

19 Jul 2017: iii) ŷTh|T = yTh|T 1 21γ2 2 β1 (γWT FT) op(1).

19 Jul 2017: Asymptotics of the principal components. estimator of large factor models with weak factors. and i.i.d. Gaussian noise. Alexei Onatski. Economics Department, Columbia University. First draft: November, 2005This draft: August, 2007. Abstract. We

19 Jul 2017: 12 R R()T (1)R()t d P1t=1 r. t T (1) t = kT (1)krkT (1)k = op(1); which proves that the projections on the principal.

16 Jun 2017: But the export op-tion became too expensive or impossible to continue due to the anti-dumping regulations becoming more prominent in such countries since 2007. ... Companies provide their industrial waste of various types and universities jointly

24 Jul 2017: suppose, for some date t′, that the first ka variables in the vector xt′ belong to t0 and the last. ... kb = k ka variables do not, and let us partition εt as εt = (ε′at,ε′bt)′ and the covariance matrix.