Search Results - subject:"PRINCIPAL COMPONENTS"

Neural Networks, Ordered Probit Models and Multiple Discriminants. Evaluating Risk Rating Forecasts of Local Governments in Mexico.

Mendoza-Velázquez, Alfonso; Gómez-Gil, Pilar - Departamento de Ciencias Económicas y Sociales, … - 2011

Credit risk ratings have become an important input in the process of improving transparency of public finances in local governments and also in the evaluation of credit quality of state and municipal governments in Mexico. Although rating agencies have recently been subjected to heavy criticism,...

Persistent link: https://www.econbiz.de/10009144173

Multivariate process capability using principal component analysis in the presence of measurement errors

Scagliarini, Michele - In: AStA Advances in Statistical Analysis 95 (2011) 2, pp. 113-128

Persistent link: https://www.econbiz.de/10009149509

The Factorial Minimum Spanning Tree as a Reference for a Synthetic Index of Complex Phenomena

Scippacercola, Sergio - In: Journal of Classification 28 (2011) 1, pp. 21-37

Persistent link: https://www.econbiz.de/10009149632

Statistical Significance of the Contribution of Variables to the PCA solution: An Alternative Permutation Strategy

Linting, Mariëlle; Os, Bart; Meulman, Jacqueline - In: Psychometrika 76 (2011) 3, pp. 440-460

Persistent link: https://www.econbiz.de/10009149655

Dynamic structure of the US financial systems

Khashanah, Khaldoun; Miao, Linyan - In: Studies in economics and finance 28 (2011) 4, pp. 321-339

Persistent link: https://www.econbiz.de/10009388606

Fixed-mix rules in an evolutionary market using a factor model for dividends

Mavroudis, Konstantinos; Nolder, Craig A. - In: International journal of theoretical and applied finance 14 (2011) 8, pp. 1247-1277

Persistent link: https://www.econbiz.de/10009541997

Estimating large-scale factor models for economic activity in Germany: Do they outperform simpler models?

Dreger, Christian; Schumacher, Christian - 2002

This paper discusses a large-scale factor model for the German economy. Following the recent literature, a data set of 121 time series is used via principal component analysis to determine the factors, which enter a dynamic model for German GDP. The model is compared with alternative univariate...

Persistent link: https://www.econbiz.de/10010295521

Estimating Large-Scale Factor Models for Economic Activity in Germany: Do They Outperform Simpler Models?

Dreger, Christian; Schumacher, Christian - 2002

Persistent link: https://www.econbiz.de/10009442339

The Measurement of the Energy Intensity of Manufacturing Industries: A Principal Components Analysis

Bernard, Jean-Thomas; Cote, Bruno - 2002

. This leads to the usual difficulties of aggregating heterogeneous inputs and outputs. We apply principal components …

Persistent link: https://www.econbiz.de/10005399448

Estimating large-scale factor models for economic activity in Germany : do they outperform simpler models?

Dreger, Christian; Schumacher, Christian - HWWA Institut für Wirtschaftsforschung - 2002

Persistent link: https://www.econbiz.de/10010985016