Search Results - subject:"PRINCIPAL COMPONENTS"

Stanislav, Percic; Constantin-Marius, Apostoaie - In: Ovidius University Annals, Economic Sciences Series XIII (2013) 1, pp. 1426-1431

Principal Components Analysis (PCA) and confirming the robustness of the results with a cross-country panel OLS regression. …

Persistent link: https://www.econbiz.de/10010679418

Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series

Yamamoto, Yohei - Institute of Economic Research, Hitotsubashi University - 2013

change in factor loadings inflates the number of principal components and thus produces spurious factors. This paper proposes … Stock and Watson (2005) have stable factor loadings. Although crude principal components provide eight or more factors …

Persistent link: https://www.econbiz.de/10010633049

Summarizing large spatial datasets: Spatial principal components and spatial canonical correlation

Bhupathiraju, Samyukta; Verspagen, Bart; Ziesemer, Thomas - United Nations University-Maastricht Economic Research … - 2013

We propose a method for spatial principal components analysis that has two important advantages over the method that … between themselves. This provides an alternative weighting scheme as compared to spatial principal components analysis. We … rather different results than spatial principal components analysis using Wartenberg's method. We also illustrate how spatial …

Persistent link: https://www.econbiz.de/10010712084

Testing for Factor Loading Structural Change under Common Breaks

YAMAMOTO, Yohei; TANAKA, Shinya - Graduate School of Economics, Hitotsubashi University - 2013

This paper proposes a new test for factor loading structural change in dynamic factor models. The proposed test is robust to the nonmonotonic power problem that occurs if the factor loadings exhibit structural changes at common dates over cross-sections. To illustrate the usefulness of our test,...

Persistent link: https://www.econbiz.de/10010721885

Pronósticos de la estructura temporal de las tasas de interés en México utilizando und modelo afín

Elizondo, Rocio - 2013

curvature) used in the model are estimated by the method of principal components. The forecasting model is specified as a linear …

Persistent link: https://www.econbiz.de/10010322556

Attitude toward statistic in college students : an empirical study in public university

García-Santillán, Arturo; Venegas-Martínez, Francisco; … - In: Journal of statistical and econometric methods 2 (2013) 1, pp. 43-60

This study aims to measure student’s attitude towards statistics through a model that considers the variables proposed by Auzmendi (1992). Was examined whether the constructs: usefulness, motivation, likeness, confidence and anxiety influence the student's attitude towards statistics. Were...

Persistent link: https://www.econbiz.de/10009769906