Information, data dimension and factor structure
Jan Jacobs, Pieter Otter and Ard den Reijer
| Year of publication: |
2007
|
|---|---|
| Authors: | Jacobs, Jan ; Otter, Pieter W. ; Reijer, Ard H. J. den |
| Publisher: |
Amsterdam |
| Subject: | dynamic factor model | Zeitreihenanalyse | Time series analysis | Informationswert | Information value | Statistische Methode | Statistical method | Datenqualität | Data quality | Faktorenanalyse | Factor analysis | Dynamische Wirtschaftstheorie | Economic dynamics | Theorie | Theory | Niederlande | Netherlands | 1980-2002 |
| Extent: | 26 S. graph. Darst. |
|---|---|
| Series: | DNB working paper. - Amsterdam : DNB, ZDB-ID 2176464-5. - Vol. 150 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003596368