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  • Search: subject:"Principal Components Analysis"
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Year of publication
Subject
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principal components analysis 118 Principal components analysis 66 Principal Components Analysis 58 Theorie 37 Theory 36 Hauptkomponentenanalyse 22 Forecasting model 20 Principal component analysis 20 Prognoseverfahren 20 Faktorenanalyse 18 Estimation theory 17 Factor analysis 17 Schätztheorie 17 Estimation 12 Regression analysis 12 Schätzung 12 correlation 12 Regressionsanalyse 11 Welt 11 forecasting 11 Capital income 10 Forecasting 10 Kapitaleinkommen 10 World 10 standard deviation 10 statistics 10 Economic growth 9 Korrelation 9 Time series analysis 9 Zeitreihenanalyse 9 correlations 9 equation 9 time series 9 CAPM 8 Correlation 8 Zinsstruktur 8 equations 8 Yield curve 7 economic growth 7 instrumental variables 7
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Online availability
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Free 157 Undetermined 90 CC license 4
Type of publication
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Article 166 Book / Working Paper 118 Other 3
Type of publication (narrower categories)
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Article in journal 66 Aufsatz in Zeitschrift 66 Working Paper 44 Arbeitspapier 28 Graue Literatur 28 Non-commercial literature 28 research-article 5 Article 4 Thesis 2 Aufsatz im Buch 1 Book section 1 Congress Report 1 Hochschulschrift 1 conceptual-paper 1 review-article 1
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Language
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English 155 Undetermined 121 Spanish 6 Portuguese 2 French 1 Italian 1 Romanian 1
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Author
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Kiers, Henk 7 Becker, Bettina 5 Juneja, Januj 5 Lord, Roger 5 Mishra, SK 5 Ahlborn, Markus 4 Bartram, Söhnke M. 4 Berge, Jos 4 Cui, Guowei 4 Hall, Stephen G. 4 Khashanah, Khaldoun 4 Kristensen, Johannes Tang 4 Pelsser, Antoon 4 Sarafidis, Vasilis 4 Schweickert, Rainer 4 Yamagata, Takashi 4 Götz, Thomas B. 3 Härdle, Wolfgang 3 Knetsch, Thomas A. 3 Kunert, Joachim 3 Lentz, Christine 3 Leone, Vitor 3 Meric, Gulser 3 Miao, Linyan 3 Morana, Claudio 3 Seiler, Christian 3 Skiadopoulos, George 3 Stuart, Rebecca 3 Wohlrabe, Klaus 3 Abdeltawab Mahran, Hisham 2 Aguilera, Ana 2 Avanzini, Diego B. 2 BLASIUS, JÖRG 2 Barnett, William A. 2 Beyhum, Jad 2 Boot, Tom 2 Bács, Zoltán 2 DELL'ANNO, Roberto 2 Daneshvaran, Siamak 2 Daskalaki, Charoula 2
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 14 International Monetary Fund (IMF) 12 School of Business and Economics, Loughborough University 4 World Institute for Development Economic Research (UNU/WIDER), United Nations University 4 Centro di Economia del Lavoro e di Politica Economica (CELPE), Università degli Studi di Salerno 2 Department of Economics, Leicester University 2 Dipartimento di Economia, Metodi Quantitativi e Strategie d'Impresa (DEMS), Facoltà di Economia 2 International Monetary Fund 2 School of Economics and Management, University of Aarhus 2 BANCO DE LA REPÚBLICA 1 Banco de la Republica de Colombia 1 CESifo 1 Centro de Desenvolvimento e Planejamento Regional (Cedeplar), Universidade Federal de Minas Gerais 1 Collegio Carlo Alberto, Università degli Studi di Torino 1 Crawford School of Public Policy, Australian National University 1 Departament d'Estructura Econòmica, Facultad de Economía 1 Department of Econometrics and Business Statistics, Monash Business School 1 Department of Economics, Faculty of Business and Economics 1 Department of Economics, University of Hawaii-Manoa 1 Department of Economics, University of Sheffield 1 Dipartimento di Economia e Management, Università degli Studi di Trento 1 Dipartimento di Politica Economica, Finanza e Sviluppo (DEPFID), Facoltà di Economia "Richard M. Goodwin" 1 Dipartimento di Scienze Economiche, Matematiche e Statistiche, Dipartimento di Economia 1 Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 1 Groupe de Recherche en Économie Théorique et Appliquée (GREThA), Université de Bordeaux 1 Institut für Agrar- und Sozialökonomie in den Tropen und Subtropen, Fakultät Agrarwissenschaften 1 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 1 School of Economics, UNSW Business School 1 Society for Computational Economics - SCE 1 Tinbergen Institute 1 Tinbergen Instituut 1 United Nations University-Maastricht Economic Research Institute of Innovation and Technology (UNU-MERIT) 1 University of Bonn, Germany 1 de Nederlandsche Bank 1
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Published in...
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MPRA Paper 14 IMF Working Papers 12 Psychometrika 12 Quality & Quantity: International Journal of Methodology 5 Discussion Paper Series / School of Business and Economics, Loughborough University 4 Working Paper Series / World Institute for Development Economic Research (UNU/WIDER), United Nations University 4 Discussion papers / CEPR 3 Journal of Classification 3 Social Indicators Research 3 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 3 Applied economics 2 Bonn Econ Discussion Papers 2 CELPE Discussion Papers 2 CREATES Research Papers 2 Demographic Research 2 Discussion Papers in Economics 2 Discussion paper / Tinbergen Institute 2 European Journal of Industrial Engineering 2 Informatica Economica 2 International journal of forecasting 2 International review of financial analysis 2 Journal for Economic Forecasting 2 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 2 Journal of statistical and econometric methods 2 Quaestiones Geographicae 2 Research in international business and finance 2 Revue d’économie du développement 2 Studies in Economics and Finance 2 Studies in Nonlinear Dynamics & Econometrics 2 The International Journal of Business and Finance Research 2 The North American journal of economics and finance : a journal of financial economics studies 2 Tinbergen Institute Discussion Paper 2 Tinbergen Institute Discussion Papers 2 WIDER Research Paper 2 Working Papers / Dipartimento di Economia, Metodi Quantitativi e Strategie d'Impresa (DEMS), Facoltà di Economia 2 Working paper series 2 AStA Advances in Statistical Analysis 1 Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice 1 Annals - Economy Series 1 Annals of University of Craiova - Economic Sciences Series 1
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Source
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RePEc 155 ECONIS (ZBW) 97 EconStor 20 BASE 8 Other ZBW resources 7
Showing 11 - 20 of 287
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The impact of governance on economic growth: Spatial econometric approach
Abdeltawab Mahran, Hisham - In: Review of Economics and Political Science (REPS) 8 (2023) 1, pp. 37-53
Purpose - This paper investigates the impact of governance on economic growth, considering the spatial dependence between countries. Design/methodology/approach - The study employs spatial regression models to estimate the impact of governance on economic growth in a sample of 116 countries...
Persistent link: https://www.econbiz.de/10015394522
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Band-pass filtering with high-dimensional time series
Giovannelli, Alessandro; Lippi, Marco; Proietti, Tommaso - 2023
Persistent link: https://www.econbiz.de/10014320070
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The methodology matters: What influences market reaction, and post-issue returns in seasoned equity offerings?
Krishnan, C. N. V.; Wu, Minghao - In: Journal of Risk and Financial Management 15 (2022) 10, pp. 1-18
methods-multivariate linear regression, regression on a reduced model using principal components analysis, year …-by-year regression on a reduced model using principal components analysis, random forest regression on the whole sample, and year …
Persistent link: https://www.econbiz.de/10014332672
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Parametric estimation of long memory in factor models
Ergemen, Yunus Emre - 2022
Persistent link: https://www.econbiz.de/10013367389
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The methodology matters : what influences market reaction, and post-issue returns in seasoned equity offerings?
Krishnan, C. N. V.; Wu, Minghao - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-18
methods-multivariate linear regression, regression on a reduced model using principal components analysis, year …-by-year regression on a reduced model using principal components analysis, random forest regression on the whole sample, and year …
Persistent link: https://www.econbiz.de/10013471147
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COVID-19 effects on the Canadian term structure of interest rates
Severino, Federico; Cremona, Marzia A.; Dadié, Éric - In: Review of Economic Analysis : REA 14 (2022) 4, pp. 471-502
In Canada, COVID-19 pandemic triggered exceptional monetary policy interventions by the central bank, which in March 2020 made multiple unscheduled cuts to its target rate. In this paper we assess the extent to which Bank of Canada interventions affected the determinants of the yield curve. In...
Persistent link: https://www.econbiz.de/10014287518
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Fuel flow logistics: an empirical analysis of performance in a network of gas stations using principal component analysis and data envelopment analysis
de Melo, Gustavo Alves; Peixoto, Maria Gabriela Mendonça; … - In: Journal of Advances in Management Research 21 (2024) 4, pp. 605-626
Purpose The aim of this study was to evaluate the performance of fuel flow processes in a network of eight gas stations, located in the mesoregion of Alto Paranaíba and Triângulo Mineiro. Design/methodology/approach Two multi-criteria decision support methods were applied, respectively, of a...
Persistent link: https://www.econbiz.de/10015348869
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Using Principal Component Analysis to create an index of financial conditions in Spain. Differences by firm size and industry
Román-Aso, Juan A.; Coca Villalba, Fernando; Mastral … - 2021
In the last decades, a large number of academic contributions have investigated the access to credit from a great variety of perspectives. The aim of this paper is to develop an index of financial conditions to contrast subsequently, the impact of firm size and industry on it according to the...
Persistent link: https://www.econbiz.de/10012514717
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Endogenous weights and multidimensional poverty : a cautionary tale
Dutta, Indranil; Nogales, Ricardo; Yalonetzky, Gastón - 2021
Persistent link: https://www.econbiz.de/10013161990
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Factor and factor loading augmented estimators for panel regression
Beyhum, Jad; Gautier, Eric - 2021
Persistent link: https://www.econbiz.de/10012542410
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