Search Results - subject:"PRINCIPAL COMPONENT ANALYSIS"

Google searches as a means of improving the nowcasts of key macroeconomic variables

Kholodilin, Konstantin; Podstawski, Maximilian; … - 2009

the Google searches using the principal component analysis. It is shown that the Google indicators are especially …

Persistent link: https://www.econbiz.de/10003897268

Growth regressions, principal components and frequentist model averaging

Wagner, Martin; Hlouskova, Jaroslava - 2009

Persistent link: https://www.econbiz.de/10003839749

Dynamics in systematic liquidity

Hagströmer, Björn (contributor) - 2009

Persistent link: https://www.econbiz.de/10003843271

Overcoming data limitations in nonparametric benchmarking : applying PCA-DEA to natural gas transmission

Nieswand, Maria; Cullmann, Astrid; Neumann, Anne - 2009

This paper provides an empirical demonstration for a practical approach of efficiency evaluation against the background of limited data availability in some regulated industries. Here, traditional DEA may result in a lack of discriminatory power when high numbers of variables but only limited...

Persistent link: https://www.econbiz.de/10003915871

Forecasting national activity using lots of international predictors : an application to New Zealand

Eickmeier, Sandra; Ng, Tim - 2009

Persistent link: https://www.econbiz.de/10003868685

Designing composite entrepreneurship indicators : an application using consensus PCA

Avanzini, Diego B. - 2009

Consensus Principal Component Analysis (CPCA) in this context. One additional problem relates to data scarcity. This problem is … Component Analysis (PPCA) by Roweis (1998) to deal with missing values, and we also discuss other alternatives to strengthen the … Component Analysis15 (PCA) to solve the weighting scheme. PCA is a powerful and relatively simple technique for extracting …

Persistent link: https://www.econbiz.de/10003845120

Stress testing and contingency funding plans : an analysis of current practices in the Luxembourg banking sector

Stragiotti, Franco - 2009

Persistent link: https://www.econbiz.de/10003938623

Corporate governance and shareholder litigation

Kalchev, Georgi - 2009

The probability for shareholder litigation is studied and how corporate governance characteristics and other factors explain it. Shareholder litigation results from failure of corporate governance. Thus a better quality of corporate governance is hypothesized to decrease the litigation...

Persistent link: https://www.econbiz.de/10011540783

A factor analysis of trade integration : the case of Asian and Oceanic economies

Cheung, Yin-Wong; Yiu, Matthew S.; Chow, Kenneth K. - 2009

Persistent link: https://www.econbiz.de/10003974965

A Factor Analysis of Trade Integration : The Case of Asian and Oceanic Economies

Cheung, Yin-Wong - 2009

We study trade integration among 15 selected Asian and Oceanic economies using factor models. The principal component approach is employed to extract the common factor that drives trade integration from bilateral trade integration series. It is found that the estimated common trade integration...

Persistent link: https://www.econbiz.de/10012718130