Search Results - subject:"factor structure"

Forecasting crude oil volatility using the deep learning-based hybrid models with common factors

Yang, Ke; Hu, Nan; Tian, Fengping - In: The journal of futures markets 44 (2024) 8, pp. 1429-1446

Persistent link: https://www.econbiz.de/10015110666

Robust inference for diffusion-index forecasts with cross-sectionally dependent data

Kim, Min Seong - 2021

Persistent link: https://www.econbiz.de/10012593573

Closed-form multi-factor copula models with observation-driven dynamic factor loadings

Opschoor, Anne; Lucas, André; Barra, István; Dijk, … - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 4, pp. 1066-1079

Persistent link: https://www.econbiz.de/10012653226

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

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

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

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

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