Search Results - subject:"common variance" - EconBiz

Testing linear relationships between non-constant variances of economic variables

Hirukawa, Junichi; Raïssi, Hamdi - In: Economic modelling 90 (2020), pp. 182-189

Persistent link: https://www.econbiz.de/10012428132

A Coincident Indicator of the Gulf Cooperation Council (GCC) Business Cycle

Al-Hassan, Abdullah - International Monetary Fund (IMF) - 2009

This paper constructs a coincident indicator for the Gulf Cooperation Council (GCC) area business cycle. The resulting coincident indicator provides a reliable measure of the GCC business cycle; over the last decade, the GCC coincident index and the real GDP growth have moved closely together....

Persistent link: https://www.econbiz.de/10004999961

Variance change-point detection in panel data models

Li, Fuxiao; Tian, Zheng; Xiao, Yanting; Chen, Zhanshou - In: Economics Letters 126 (2015) C, pp. 140-143

This paper proposes a cumulative sum (CUSUM) based statistic to test if there is a common variance change-point in …

Persistent link: https://www.econbiz.de/10011189523

Variance change-point detection in panel data models

Li, Fuxiao; Zheng, Tian; Xiao, Yanting; Chen, Zhanshou - In: Economics letters 126 (2015), pp. 140-143

Persistent link: https://www.econbiz.de/10011376444

Statistical inference of minimum rank factor analysis

Shapiro, Alexander; Berge, Jos - In: Psychometrika 67 (2002) 1, pp. 79-94

Persistent link: https://www.econbiz.de/10005757671

Multi-stage point and interval estimation of the largest mean ofK normal populations and the associated second-order properties

Kuo, L.; Mukhopadhyay, N. - In: Metrika 37 (1990) 1, pp. 291-300

Persistent link: https://www.econbiz.de/10005756315

On Bayesian estimation in unrestricted factor analysis

Koopman, Raymond - In: Psychometrika 43 (1978) 1, pp. 109-110

Persistent link: https://www.econbiz.de/10005381689

Determining the number of components from the matrix of partial correlations

Velicer, Wayne - In: Psychometrika 41 (1976) 3, pp. 321-327

Persistent link: https://www.econbiz.de/10005603690

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