Hagströmer, Björn; Anderson, Richard G.; Binner, Jane M. - 2009
.m.binner@aston.ac.uk
†
Birger Nilsson: Address: Department of Economics, P.O. Box 7082, SE-220 07 Lund, Sweden. Tel: +46 (0)46 222 79 12 … earlier been considered in a systematic liquidity study by Chen (2007). Earlier
economics applications of PCA with dynamic …) and
macroeconomic forecasting (Heij, van Dijk and Groenen 2008), and more commonly outside
economics, in particular …