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.
Jushan Bai and Serena Ng
2 Pith papers cite this work. Polarity classification is still indexing.
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Pith papers citing it
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econ.EM 2years
2026 2verdicts
UNVERDICTED 2representative citing papers
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.
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Moment-Based Inference for Regression with Latent Dirichlet Covariates
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.
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Determining the Structure of Dynamic Factor Models
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.