A Dynamic Factor Approach to Nonlinear Stability Analysis

A method of principal components is employed to investigate nonlinear dynamic factor structure using a large panel data. The evidence suggests the possibility of nonlinearity in the U.S. while it excludes the class of nonlinearity that can generate endogenous fluctuation or chaos

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Year of publication:	2004-08-11
Authors:	Shintani, Mototsugu
Institutions:	Econometric Society
Subject:	Chaos \| Dynamic Factor Model \| Lyapunov Exponents \| Nonparametric Regression \| Principal Components

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Series:	Econometric Society 2004 Far Eastern Meetings.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series Econometric Society Far Eastern Meetings 2004 Number 538
Classification:	C14 - Semiparametric and Nonparametric Methods ; C33 - Models with Panel Data
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005130249