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Search: subject:"PRINCIPAL COMPONENTS"
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Subject
All
principal components
307
Principal components
216
Theorie
133
principal components analysis
118
Theory
117
Faktorenanalyse
116
Factor analysis
111
Prognoseverfahren
106
Forecasting model
89
Schätztheorie
68
Zeitreihenanalyse
68
Estimation theory
67
Schätzung
67
Principal components analysis
66
Principal Components
61
Time series analysis
60
Principal Components Analysis
58
Estimation
55
Factor models
52
Regression analysis
47
Regressionsanalyse
47
Hauptkomponentenanalyse
41
Forecasting
40
forecasting
37
Principal component analysis
36
Welt
31
Economic growth
28
Korrelation
28
Correlation
27
Zinsstruktur
27
Wirtschaftswachstum
26
World
26
Panel
25
EU-Staaten
24
CAPM
23
Panel study
23
Capital income
22
Kapitaleinkommen
22
Portfolio selection
22
Portfolio-Management
22
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Online availability
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Free
527
Undetermined
326
CC license
15
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Article
507
Book / Working Paper
473
Other
5
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Article in journal
236
Aufsatz in Zeitschrift
236
Working Paper
164
Graue Literatur
88
Non-commercial literature
88
Arbeitspapier
85
Article
17
research-article
13
Aufsatz im Buch
3
Book section
3
Thesis
3
Conference paper
2
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2
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1
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1
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1
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English
560
Undetermined
392
Spanish
22
German
2
French
2
Portuguese
2
Russian
2
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1
Romanian
1
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1
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Author
All
Kapetanios, George
25
Reichlin, Lucrezia
19
Bai, Jushan
14
Ng, Serena
12
Pesaran, M. Hashem
12
Forni, Mario
11
Hallin, Marc
11
Lippi, Marco
11
Giannone, Domenico
10
Marcellino, Massimiliano
10
Mishra, SK
10
Poncela, Pilar
10
Ruiz, Esther
10
Schumacher, Christian
10
Podstawski, Maximilian
9
Yamagata, Takashi
9
Herwartz, Helmut
8
Härdle, Wolfgang
8
Koopman, Siem Jan
8
Zoega, Gylfi
8
Becker, Bettina
7
Ghate, Chetan
7
Hall, Stephen G.
7
Hlouskova, Jaroslava
7
Härdle, Wolfgang Karl
7
Kiers, Henk
7
Liao, Yuan
7
Onatski, Alexei
7
Osipenko, Maria
7
Volosovych, Vadym
7
Wagner, Martin
7
Wright, Stephen
7
Bouaddi, Mohammed
6
De Mol, Christine
6
Doz, Catherine
6
Dreger, Christian
6
Eickmeier, Sandra
6
Fan, Jianqing
6
Kunert, Joachim
6
Poghosyan, Karen
6
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Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
34
C.E.P.R. Discussion Papers
13
International Monetary Fund (IMF)
12
School of Economics and Finance, Queen Mary
8
School of Economics and Management, University of Aarhus
7
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
7
Deutsche Bundesbank
5
EconWPA
5
Econometric Society
5
School of Business and Economics, Loughborough University
5
World Institute for Development Economic Research (UNU/WIDER), United Nations University
5
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
4
Departamento de Estadistica, Universidad Carlos III de Madrid
4
Department of Econometrics and Business Statistics, Monash Business School
4
Erasmus University Rotterdam, Econometric Institute
4
European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management
4
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
4
HAL
4
Tinbergen Instituut
4
Banco de México
3
CESifo
3
Department of Economics, Boston College
3
Department of Economics, Oxford University
3
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
3
Faculty of Economics, University of Cambridge
3
Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska
3
Institute of Economic Research, Hitotsubashi University
3
Society for Computational Economics - SCE
3
Tinbergen Institute
3
BANCO DE LA REPÚBLICA
2
Banca d'Italia
2
Banco de la Republica de Colombia
2
Birkbeck, Department of Economics, Mathematics & Statistics
2
CASE-Center for Social and Economic Research
2
Centro di Economia del Lavoro e di Politica Economica (CELPE), Università degli Studi di Salerno
2
Crawford School of Public Policy, Australian National University
2
Department of Agricultural and Applied Economics, University of Georgia
2
Department of Economics, European University Institute
2
Department of Economics, Faculty of Business and Economics
2
Department of Economics, Faculty of Economic and Management Sciences
2
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Published in...
All
MPRA Paper
34
Psychometrika
22
Journal of econometrics
21
CEPR Discussion Papers
13
IMF Working Papers
12
International journal of forecasting
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Computational Statistics
8
Journal of Multivariate Analysis
8
SFB 649 Discussion Paper
8
Working Paper
8
Working Papers / School of Economics and Finance, Queen Mary
8
CREATES Research Papers
7
Quality & Quantity: International Journal of Methodology
7
SFB 649 Discussion Papers
7
Tinbergen Institute Discussion Papers
7
Discussion papers / CEPR
6
Journal of Classification
6
Working Papers
6
Discussion Paper Series / School of Business and Economics, Loughborough University
5
Discussion Paper Series 1
5
Discussion Paper Series 1: Economic Studies
5
Economics letters
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Journal for Economic Forecasting
5
Social Indicators Research
5
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
5
Tinbergen Institute Discussion Paper
5
Working Paper Series / World Institute for Development Economic Research (UNU/WIDER), United Nations University
5
Applied economics
4
CASE Network Reports
4
DIW Discussion Papers
4
Discussion Papers of DIW Berlin
4
Discussion paper / Tinbergen Institute
4
Econometric Institute Report
4
Econometric Institute Research Papers
4
Economics Letters
4
International Journal of Forecasting
4
International review of financial analysis
4
Journal of international money and finance
4
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Source
All
RePEc
523
ECONIS (ZBW)
336
EconStor
97
Other ZBW resources
16
BASE
13
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341
Using principal component analysis to estimate a high dimensional factor model with high-frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 384-399
Persistent link: https://www.econbiz.de/10011920525
Saved in:
342
An empirical comparison of
principal
components
and partial least squares regression for high-dimensional data
Sapra, Sunil K.
- In:
The empirical economics letters : a monthly …
16
(
2017
)
10
,
pp. 995-1002
Persistent link: https://www.econbiz.de/10011907062
Saved in:
343
Statistical risk models
Kakushadze, Zura
;
Yu, Willie
- In:
The journal of investment strategies
6
(
2017
)
2
,
pp. 1-40
Persistent link: https://www.econbiz.de/10011668127
Saved in:
344
A wavelet-based multivariate multiscale approach for forecasting
Rua, António
- In:
International journal of forecasting
33
(
2017
)
3
,
pp. 581-590
Persistent link: https://www.econbiz.de/10011746191
Saved in:
345
Diffusion indexes with sparse loadings
Kristensen, Johannes Tang
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
3
,
pp. 434-451
Persistent link: https://www.econbiz.de/10011705952
Saved in:
346
Selection of macroeconomic forecasting models : one size fits all?
Lv, Yunyun
- In:
Theoretical economics letters
7
(
2017
)
4
,
pp. 643-682
Persistent link: https://www.econbiz.de/10011706511
Saved in:
347
Real estate industry takeover bid patterns : Spanish, a case study
González-Arias, Julio
;
Arguedas-Sanz, Raquel
; …
- In:
Revista de contabilidad : RC-SAR
20
(
2017
)
2
,
pp. 225-234
Persistent link: https://www.econbiz.de/10011780962
Saved in:
348
How Germany benefits the most from its Eurozone membership
Juneja, Januj
- In:
Research in international business and finance
42
(
2017
),
pp. 1074-1088
Persistent link: https://www.econbiz.de/10011760724
Saved in:
349
Sources of regional inflation in Poland
Gajewski, Paweł
- In:
Eastern European economics
55
(
2017
)
3
,
pp. 261-276
Persistent link: https://www.econbiz.de/10011787694
Saved in:
350
Determining the number of factors when the number of factors can increase with sample size
Li, Hongjun
;
Li, Qi
;
Shi, Yutang
- In:
Journal of econometrics
197
(
2017
)
1
,
pp. 76-86
Persistent link: https://www.econbiz.de/10011818343
Saved in:
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