Search Results - subject:"eigenvector"

Legal theory of finance : evidence from global financial networks

Sarpong, Prince Kwasi; Deodutt, Jugjith - In: Cogent economics & finance 7 (2019) 1, pp. 1-95

Katharina Pistor proposed the Legal Theory of Finance (LTF), based on the premise that finance is legally constructed. In this paper, we apply network science to provide empirical evidence from global financial networks (GFN) to support the argument of the LFT. Using data from the World Bank and...

Persistent link: https://www.econbiz.de/10012023399

A Moran eigenvector spatial filtering specification of entropy measures

Griffith, Daniel A.; Chun, Yongwan; Hauke, Jan - In: Papers in regional science : the journal of the … 101 (2022) 1, pp. 259-279

Persistent link: https://www.econbiz.de/10012821163

Syndication networks and company survival : evidence from European venture capital deals

Christopulos, Dēmētrēs; Köppl, Stefan; … - In: Venture capital : an international journal of … 24 (2022) 2, pp. 105-135

Persistent link: https://www.econbiz.de/10013367833

Asymptotic properties of correlation-based principal component analysis

Choi, Jungjun; Yang, Xiye - In: Journal of econometrics 229 (2022) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10013441823

Testing the eigenvalue structure of spot and integrated covariance

Dovonon, Prosper; Taamouti, Abderrahim; Williams, Julian - In: Journal of econometrics 229 (2022) 2, pp. 363-395

Persistent link: https://www.econbiz.de/10013441888

Efficiency of the principal eigenvector of some triple perturbed consistent matrices

Fernandes, Rosário; Furtado, Susana - In: European journal of operational research : EJOR 298 (2022) 3, pp. 1007-1015

Persistent link: https://www.econbiz.de/10013206919

Multiple treatment effects in panel-heterogeneity and aggregation

Hsiao, Cheng; Shen, Yan; Zhou, Qiankun - In: Essays in honor of M. Hashem Pesaran : panel modeling, …, (pp. 81-101). 2022

Persistent link: https://www.econbiz.de/10013193943

Transformed estimation for panel interactive effects models

Hsiao, Cheng; Shi, Zhentao; Zhou, Qiankun - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 4, pp. 1831-1848

Persistent link: https://www.econbiz.de/10013540522

A spatial-filtering zero-inflated approach to the estimation of the gravity model of trade

Metulini, Rodolfo; Patuelli, Roberto; Griffith, Daniel A. - In: Econometrics 6 (2018) 1, pp. 1-15

to biased parameter estimates. To overcome this problem, eigenvector spatial filtering (ESF) variants of the Poisson …

Persistent link: https://www.econbiz.de/10011995210

Modeling systemic risk with Markov switching graphical SUR models

Bianchi, Daniele; Billio, Monica; Casarin, Roberto; … - 2018 - This version: July, 2018

Persistent link: https://www.econbiz.de/10011920738