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Bridging factor and sparse models

Jianqing Fan, Ricardo Masini, Marcelo C. Medeiros

arXiv 22 Feb 2021 · Econometrics · publishedThe Annals of Statistics (2023) · 45 citations (OpenAlex)

arXiv:2102.11341 · PDF · DOI · OpenAlex · Extracted main text

Abstract

Factor and sparse models are two widely used methods to impose a low-dimensional structure in high-dimensions. However, they are seemingly mutually exclusive. We propose a lifting method that combines the merits of these two models in a supervised learning methodology that allows for efficiently exploring all the information in high-dimensional datasets. The method is based on a flexible model for high-dimensional panel data, called factor-augmented regression model with observable and/or latent common factors, as well as idiosyncratic components. This model not only includes both principal component regression and sparse regression as specific models but also significantly weakens the cross-sectional dependence and facilitates model selection and interpretability. The method consists of several steps and a novel test for (partial) covariance structure in high dimensions to infer the remaining cross-section dependence at each step. We develop the theory for the model and demonstrate the validity of the multiplier bootstrap for testing a high-dimensional (partial) covariance structure. The theory is supported by a simulation study and applications.

Citation extraction

54
references
86
in-text mentions
54
distinct cited
3
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main-text words

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Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1barticle[author] Fan, J.J., Liao, Y.Y. Mincheva, M.M (2013) )0.92844100%
2bbook[author] Rio, EmmanuelE (2017) )0.87452100%
3barticle[author] Bai, J.J (2003) )0.84333100%
4barticle[author] Bai, J.J. Ng, S.S (2002) )0.84333100%
5barticle[author] Fan, J.J., Ke, Y.Y. Wang, K.K (2020) )0.81142100%
6barticle[author] Andrews, Donald W. K.D. W. K (1991) )0.73732100%
7barticle[author] Pesaran, M. H.M. H (2006) )0.73732100%
8bbook[author] Fan, J.J., Li, R.R., Zhang, C. H.C. H. Zou, H.H (2020) )0.64422100%
9barticle[author] Bernanke, B. S.B. S., Boivin, J.J. Eliasz, P.P (2005) )0.64422100%
10barticle[author] Brownlees, C.C., Gudmundsson, G. S.G. S. Lugosi, G.G (2020) )0.64422100%

Showing the top 10 of 54 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1Do We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction0.92853
2Estimating Time-Varying Networks for High-Dimensional Time Series0.64422
3The Canonical Decomposition of Factor Models: Weak Factors are Everywhere0.64422
4Forecasting inflation using disaggregates and machine learning0.64422
5Sharpe Ratio Analysis in High Dimensions: Residual-Based Nodewise Regression in Factor Models0.51121
6Factor Models with Sparse VAR Idiosyncratic Components0.51121
7Performance of Empirical Risk Minimization For Principal Component Regression0.51121
8Distributional Counterfactual Analysis in High-Dimensional Setup0.40511
90.5 in 1925Cross-Sectional Dynamics Under Network Structure: Theory and Macroeconomic Applications0.40511
10High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods0.40511