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  • Search: subject:"PRINCIPAL COMPONENTS"
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Year of publication
Subject
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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
Type of publication
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Article 507 Book / Working Paper 473 Other 5
Type of publication (narrower categories)
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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 Konferenzbeitrag 2 Congress Report 1 Hochschulschrift 1 Preprint 1 conceptual-paper 1 review-article 1
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Language
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English 560 Undetermined 392 Spanish 22 German 2 French 2 Portuguese 2 Russian 2 Italian 1 Romanian 1 Serbian 1
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Author
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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
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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...
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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
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RePEc 523 ECONIS (ZBW) 336 EconStor 97 Other ZBW resources 16 BASE 13
Showing 851 - 860 of 985
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On Exact Statistical Properties of Multidimensional Indices Based on Principal Components, Factor Analysis, MIMIC and Structural Equation Models
Krishnakumar, Jaya; Nagar, A. - In: Social Indicators Research 86 (2008) 3, pp. 481-496
Persistent link: https://www.econbiz.de/10009402388
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Forecasting using a large number of predictors: is Bayesian shrinkage a valid alternative to principal components?
Giannone, Domenico; Reichlin, Lucrezia; De Mol, Christine - Solvay Brussels School of Economics and Management, … - 2008
Persistent link: https://www.econbiz.de/10008574389
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A simple alternative to Generalized Procrustes Analysis: Application to sensory profiling data
Kunert, Joachim; Qannari, El Mostafa - 1998
A statistical method for analysing sensory profiling data obtained by means of fixed vocabulary or free choice profiling is discussed. The most interesting feature of this method is that it involves only simple statistical treatment and can therefore be performed using standard software...
Persistent link: https://www.econbiz.de/10010316558
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A simple alternative to Generalized Procrustes Analysis: Application to sensory profiling data
Kunert, Joachim; Qannari, El Mostafa - Institut für Wirtschafts- und Sozialstatistik, … - 1998
A statistical method for analysing sensory profiling data obtained by means of fixed vocabulary or free choice profiling is discussed. The most interesting feature of this method is that it involves only simple statistical treatment and can therefore be performed using standard software...
Persistent link: https://www.econbiz.de/10010955387
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Principal curves and principal oriented points
Delicado, Pedro - Department of Economics and Business, Universitat … - 1998
principal components. Consider a point in the space where a multivariate normal is defined and, for each hyperplane containing …
Persistent link: https://www.econbiz.de/10005772566
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Estimation of factor models by realization-based and approximation methods
Scherrer, W.; Heij, C. - Erasmus University Rotterdam, Econometric Institute - 1998
method is based on the statistical concept of principal components and uses subspace ideas from approximate realization …
Persistent link: https://www.econbiz.de/10008584793
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A simple alternative to generalized procrustes analysis : application to sensory profiling data
Kunert, Joachim; Qannari, Mostafa el - 1998
A statistical method for analysing sensory profiling data obtained by means of fixed vocabulary or free choice profiling is discussed. The most interesting feature of this method is that it involves only simple statistical treatment and can therefore be performed using standard software...
Persistent link: https://www.econbiz.de/10010467724
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Evaluating the Relative Innovative Position of European Union Member Countries: An Empirical Analysis
Altuzarra, A.; Puerta, C.; Serrano, F. - In: International Review of Applied Economics 21 (2007) 1, pp. 175-188
This paper aims to provide empirical evidence about the relative positions of European Union member states on innovation and, more specifically, on innovation in manufacturing. These positions were obtained from the aggregation of different innovation variables using the principal component...
Persistent link: https://www.econbiz.de/10005482725
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Generating Innovations in Economic Variables
Leone, Vitor; Leger, Lawrence A. - School of Business and Economics, Loughborough University - 2007
scores from Principal Components Analysis are regressed against economic innovations using PcGets. The results are far less …
Persistent link: https://www.econbiz.de/10005423008
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Risk Premia in Electricity Forward Prices
Diko, Pavel; Lawford, Steve; Limpens, Valerie - In: Studies in Nonlinear Dynamics & Econometrics 10 (2007) 3, pp. 1358-1358
We investigate the presence of significant electricity forward risk premia, using data from three major continental European energy markets - German, Dutch and French. We introduce the risk premium in the framework of a standard electricity spot/forward unobserved factor model, and derive the...
Persistent link: https://www.econbiz.de/10004966177
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