Search Results - subject:"factor structure"

A conditional approach to panel data models with common shocks

Forchini, Giovanni; Peng, Bin - In: Econometrics : open access journal 4 (2016) 1, pp. 1-12

This paper studies the effects of common shocks on the OLS estimators of the slopes' parameters in linear panel data models. The shocks are assumed to affect both the errors and some of the explanatory variables. In contrast to existing approaches, which rely on using results on martingale...

Persistent link: https://www.econbiz.de/10011411728

The factor structure of the ways of coping questionnaire among abused Iranian women

Taherkhani, Sakineh - In: The Journal of Adult Protection 25 (2023) 1, pp. 33-47

Purpose The purpose of this paper is to identify the factor structure of the Ways of Coping Questionnaire (WCQ) among … the factor structure of the WCQ. The reliability of the questionnaire was estimated using Cronbach’s alpha coefficient ….91. Originality/value This paper has practice and research implications for promoting coping among abused women. The factor structure …

Persistent link: https://www.econbiz.de/10014841449

A spatial panel quantile model with unobserved heterogeneity

Ando, Tomohiro; Li, Kunpeng; Lu, Lina - In: Journal of econometrics 232 (2023) 1, pp. 191-213

Persistent link: https://www.econbiz.de/10013472892

Incorporating senses into destination image

Nguyen Thanh Trang; Yoo, Joanne Jung-Eun; Joo, Dongoh; … - In: Journal of destination marketing & management 27 (2023), pp. 1-10

Persistent link: https://www.econbiz.de/10014285191

Spirituality in the context of teams and organizations : an investigation of boundary conditions using the integration profile workplace spirituality measure

Zhou, Steven Shijin; Lee, Philseok - In: Journal of management, spirituality & religion : JMSR 20 (2023) 1, pp. 1-26

Persistent link: https://www.econbiz.de/10014226825

Estimation of sparsity-induced weak factor models

Uematsu, Yoshimasa; Yamagata, Takashi - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 1, pp. 213-227

Persistent link: https://www.econbiz.de/10013540797

An exploratory investigation of technology-assisted dining experiences from the consumer perspective

Gu, Qiushi; Li, Minglong; Huang, Songshan - In: International journal of contemporary hospitality management 35 (2023) 3, pp. 1010-1029

Persistent link: https://www.econbiz.de/10013546109

Closed-Form Multi-Factor Copula Models with Observation-Driven Dynamic Factor Loadings

Opschoor, Anne; Lucas, André; Barra, Istvan; van Dijk, Dick - 2019

apply the new model to a large panel of 100 U.S. stocks over the period 2001Ð2014. The proposed multi-factor structure is …

Persistent link: https://www.econbiz.de/10012114766

Does It Matter When Labor Market Reforms Are Implemented? The Role of the Monetary Policy Environment

Lastauskas, Povilas; Stakénas, Julius - 2019

Do labor market reforms initiated in periods of loose monetary policy yield different outcomes from those that were introduced in periods when monetary tightening prevailed? Since economic theory usually pays attention to the steady state change and ignores business cycle interactions of...

Persistent link: https://www.econbiz.de/10012141045

Asset pricing vs asset expected returning in factor models

Favero, Carlo A.; Melone, Alessandro - 2019 - This version: July, 2019

Persistent link: https://www.econbiz.de/10012110349