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Jushan Bai and Serena Ng

2 Pith papers cite this work. Polarity classification is still indexing.

2 Pith papers citing it

fields

econ.EM 2

years

2026 2

verdicts

UNVERDICTED 2

representative citing papers

Determining the Structure of Dynamic Factor Models

econ.EM · 2026-06-20 · unverdicted · novelty 6.0

Develops consistent procedures and an efficient alternating least squares algorithm for determining the number of dynamic factors and filter length in dynamic factor models, applied to US macroeconomic time series.

citing papers explorer

Showing 2 of 2 citing papers.

  • Moment-Based Inference for Regression with Latent Dirichlet Covariates econ.EM · 2026-05-29 · unverdicted · none · ref 2

    Moment-based method identifies regression coefficient beta and LDA concentration alpha_0 from response-weighted corrected word moments and commutativity, without per-document topic estimation.

  • Determining the Structure of Dynamic Factor Models econ.EM · 2026-06-20 · unverdicted · none · ref 7

    Develops consistent procedures and an efficient alternating least squares algorithm for determining the number of dynamic factors and filter length in dynamic factor models, applied to US macroeconomic time series.