Search Results - subject:"factor structure"

Cross-sectional Dependence in Panel Data Analysis

Sarafidis, Vasilis; Wansbeek, Tom - Volkswirtschaftliche Fakultät, … - 2010

. We distinguish between spatial dependence and factor structure dependence and we analyse the implications of weak and …

Persistent link: https://www.econbiz.de/10008619184

ФАКТОРНАЯ СТРУКТУРА ПАРАМЕТРОВ ЛИЧНОСТНОГО И ИНСТИТУЦИОНАЛЬНОГО ДОВЕРИЯ В СОВРЕМЕННОЙ РОССИИ (ОПЫТ ЭМПИРИЧЕСКОГО АНАЛИЗА)

ДАВЫДЕНКО В.А.; РОМАШКИН Г.С. - In: TERRA ECONOMICUS 8 (2010) 3, pp. 134-142

Проведен анализ детерминации феномена доверия на основе эмпирических данных проведенного в 2010 г. общероссийского опроса. Используются индексы...

Persistent link: https://www.econbiz.de/10011249155

Modelling and forecasting liquidity supply using semiparametric factor dynamics

Härdle, Wolfgang Karl; Hautsch, Nikolaus; Mihoci, Andrija - 2009

. The shape of the curves is captured by a factor structure which is estimated nonparametrically. Corresponding factor …

Persistent link: https://www.econbiz.de/10010270816

Modelling and forecasting liquidity supply using semiparametric factor dynamics

Härdle, Wolfgang Karl; Hautsch, Nikolaus; Mihoci, Andrija - 2009

. The shape of the curves is captured by a factor structure which is estimated nonparametrically. Corresponding factor …

Persistent link: https://www.econbiz.de/10010303679

Modelling and forecasting liquidity supply using semiparametric factor dynamics

Härdle, Wolfgang Karl; Hautsch, Nikolaus; Mihoci, Andrija - Center for Financial Studies - 2009

. The shape of the curves is captured by a factor structure which is estimated nonparametrically. Corresponding factor …

Persistent link: https://www.econbiz.de/10010986387

Modelling and Forecasting Liquidity Supply Using Semiparametric Factor Dynamics

Härdle, Wolfgang Karl; Hautsch, Nikolaus; Mihoci, Andrija - Center for Financial Studies - 2009

. The shape of the curves is captured by a factor structure which is estimated nonparametrically. Corresponding factor …

Persistent link: https://www.econbiz.de/10004987254

GMM Estimation of Short Dynamic Panel Data Models With Error Cross-Sectional Dependence

Sarafidis, Vasilis - Volkswirtschaftliche Fakultät, … - 2009

-invariant characteristics of individuals i and j, converges absolutely as N grows large. Spatial dependence satisfies this condition but factor … structure dependence does not. Consequently, the dynamic panel GMM estimator is consistent only in the first case. Under cross …

Persistent link: https://www.econbiz.de/10008645129

Testing for no factor structures: On the use of Hausman-type statistics

Castagnetti, Carolina; Rossi, Eduardo; Trapani, Lorenzo - In: Economics Letters 130 (2015) C, pp. 66-68

Castagnetti et al. (2015) propose two max-type statistics to test for the presence of a factor structure in a large …

Persistent link: https://www.econbiz.de/10011263407

Inference on factor structures in heterogeneous panels

Castagnetti, Carolina; Rossi, Eduardo; Trapani, Lorenzo - In: Journal of Econometrics 184 (2015) 1, pp. 145-157

Correlated Effects estimator and the Principal Component estimator. We also develop two tests for the null of no factor structure …

Persistent link: https://www.econbiz.de/10011077600

The effect of coresidence on parental health in Japan

Maruyama, Shiko - In: Journal of the Japanese and International Economies 35 (2015) C, pp. 1-22

The empirical evidence of the effect of intergenerational coresidence by elderly parents and their adult children on parental health remains inconclusive. This study provides a new estimate of the coresidence effect by addressing non-random selection and heterogeneity in the treatment effect....

Persistent link: https://www.econbiz.de/10011190568