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  • Search: subject:"Transition Variables"
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Year of publication
Subject
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LM test 2 Constancy in factor loadings 1 Factor Model Non-linearity 1 Factor analysis 1 Faktorenanalyse 1 Regime Change 1 Smooth transition autoregression models 1 Statistical test 1 Statistischer Test 1 Theorie 1 Theory 1 Time series analysis 1 Transition Variables 1 Transition variables 1 Zeitreihenanalyse 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 2
Author
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Aslanidis, Nektarios 2 Hartigan, Luke 2
Published in...
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Economic modelling 1 UNSW Business School working paper 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Is the assumption of constant factor loadings too strong in practice?
Aslanidis, Nektarios; Hartigan, Luke - In: Economic modelling 98 (2021), pp. 100-108
Persistent link: https://www.econbiz.de/10012793638
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Cover Image
Is the assumption of linearity in factor models too strong in practice?
Aslanidis, Nektarios; Hartigan, Luke - 2016
Persistent link: https://www.econbiz.de/10011782767
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