Search Results - subject:"PRINCIPAL COMPONENT ANALYSIS"

Short-term Forecasting Methods Based on the LEI Approach: The Case of the Czech Republic

Benda, Vojtech; Ruzicka, Lubos - Česká Národní Banka - 2007

This paper is aimed at developing short-term forecasting methods based on the LEI (leading economic indicators) approach. We use a set of econometric models (PCA, SURE) that provide estimates of GDP growth for the Czech economy for a co-incident quarter and a few quarters ahead. These models...

Persistent link: https://www.econbiz.de/10005765493

Integration of migrants in Italy: A simple general and objective measure

Di Bartolomeo, Anna; Di Bartolomeo, Giovanni - Volkswirtschaftliche Fakultät, … - 2007

Measuring migrants’ integration into host societies is a challenging task as, in general, measuring any social behavior and social phenomena. The task is affected by many specific problems related to the definition of the objective of study and the impact of subjective evaluations in the...

Persistent link: https://www.econbiz.de/10005836821

Testing for Instability in Factor Structure of Yield Curves

Philip, Dennis; Kao, Chihwa; Urga, Giovanni - Center for Policy Research, Maxwell School - 2007

A widely relied upon but a formally untested consideration is the issue of stability in actors underlying the term structure of interest rates. In testing for stability, practitioners as well as academics have employed ad yhoc techniques such as splitting the sample into a few sub-periods and...

Persistent link: https://www.econbiz.de/10005698340

Integration of migrants in Italy: A simple general and objective measure

Anna, Di Bartolomeo; Giovanni, Di Bartolomeo - Department of Communication, University of Teramo - 2007

Persistent link: https://www.econbiz.de/10005155179

The application of multivariate statistical methods for understanding food consumer behaviour

Lakner, Zoltan; Hajdu, Istvanne; Banati, Diana; Szabo, … - In: Studies in Agricultural Economics (2007) 105

utilisation of categorical principal component analysis and cluster analysis to determine the major, relatively homogenous …

Persistent link: https://www.econbiz.de/10009203272

Evaluation and comparison of European countries: public opinion on services

Ferrari, Pier Alda; Annoni, Paola; Manzi, Giancarlo - Dipartimento di Economia, Management e Metodi … - 2007

enlargement. The proposed indicator is based on nonlinear principal component analysis and supplies a measure for the citizen …

Persistent link: https://www.econbiz.de/10009324461

Algorithms for Projection-Pursuit Robust Principal Component Analysis

Croux, Christophe; Filzmoser, Peter; Oliveira, M. Rosario - 2007

Principal Component Analysis (PCA) is very sensitive in presence of outliers. One of the most appealing robust methods … for principal component analysis uses the Projection-Pursuit principle. Here, one projects the data on a lower … for principal component analysis has recently been introduced in the field of chemometrics, where the number of variables …

Persistent link: https://www.econbiz.de/10014052385

Aplicación del análisis de componentes principales para simulación de escenarios de tasas de interés

Arévalo, Roberto E. - 2007

Persistent link: https://www.econbiz.de/10003966197

Prognosen der regionalen Konjunkturentwicklung

Dreger, Christian; Kholodilin, Konstantin - In: Vierteljahrshefte zur Wirtschaftsforschung 76 (2007) 4, pp. 47-55

indicators. The latter are determined by means of a principal component analysis from a huge set of time series. Using this …

Persistent link: https://www.econbiz.de/10010486107

Area biplots

Gower, J.C. (contributor); … - 2007

Analysis, Interaction, Principal Component Analysis, Visual- ization 1 Introduction In many methods of multivariate analysis …

Persistent link: https://www.econbiz.de/10003754028