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Factor analysis
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Economics letters
Journal of econometrics
106
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106
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55
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55
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44
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ECONIS (ZBW)
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1
Beyond rocket science : a factor model for convertible bond returns
Li, Zhiyong
;
Wang, Haixu
;
Yu, Mei
- In:
Economics letters
233
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014505094
Saved in:
2
Characterizing correlation matrices that admit a clustered factor representation
Tong, Chen
;
Hansen, Peter Reinhard
- In:
Economics letters
233
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014506906
Saved in:
3
Factor-based portfolio optimization
Auh, Jun Kyung
;
Cho, Wonho
- In:
Economics letters
228
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014451319
Saved in:
4
Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models
Fresoli, Diego
;
Poncela, Pilar
;
Ruiz, Esther
- In:
Economics letters
230
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014460331
Saved in:
5
Testing factors in CCE
Brown, Nicholas
;
Westerlund, Joakim
- In:
Economics letters
230
(
2023
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014460359
Saved in:
6
Determining the number of change-points in high-dimensional factor models by cross-validation with matrix completion
Zhou, Ruichao
;
Wu, Jianhong
- In:
Economics letters
232
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014464419
Saved in:
7
Forecasting inflation rates with multi-level international dependence
Ergemen, Yunus Emre
- In:
Economics letters
214
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013448147
Saved in:
8
Determining the number of breaks in large dimensional factor models with structural changes
Wang, Lu
;
Zhou, Ruichao
;
Wu, Jianhong
- In:
Economics letters
199
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012605871
Saved in:
9
Decomposing anomalies
Boubaker, Sabri
;
Li, Bo
;
Liu, Zhenya
;
Zhang, Yifan
- In:
Economics letters
202
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012607210
Saved in:
10
An unconventional weekly economic activity index for Germany
Eraslan, Sercan
;
Götz, Thomas B.
- In:
Economics letters
204
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012607397
Saved in:
11
A machine learning based asset pricing factor model comparison on anomaly portfolios
Fang, Ming
;
Taylor, Stephen
- In:
Economics letters
204
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012607835
Saved in:
12
Forecasting large covariance matrix with high-frequency data using factor approach for the correlation matrix
Dong, Yingjie
;
Tse, Yiu Kuen
- In:
Economics letters
195
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509995
Saved in:
13
Testing for the null of block zero restrictions in common factor models
Han, Chirok
;
Kim, Dukpa
- In:
Economics letters
188
(
2020
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012227513
Saved in:
14
A model-free identification of relative risk
Kuzmina, Olga
- In:
Economics letters
190
(
2020
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012228132
Saved in:
15
Determining the number of factors in approximate factor models by twice K-fold cross validation
Wei, Jie
;
Chen, Hui
- In:
Economics letters
191
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012508554
Saved in:
16
Common and country specific factors in the distribution of real wages
Chatzivgeri, Eleni
;
Mumtaz, Haroon
;
Tavasci, Daniela
; …
- In:
Economics letters
184
(
2019
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012304750
Saved in:
17
Did financial factors matter during the Great Recession?
Paccagnini, Alessia
- In:
Economics letters
174
(
2019
),
pp. 26-30
Persistent link: https://www.econbiz.de/10012121004
Saved in:
18
Detecting irrelevant variables in possible proxies for the latent factors in macroeconomics and finance
Wu, Jianhong
- In:
Economics letters
176
(
2019
),
pp. 60-63
Persistent link: https://www.econbiz.de/10012121231
Saved in:
19
Two centuries of global financial market integration : equities, government bonds, treasury bills, and currencies
Zaremba, Adam
;
Kambouris, George D.
;
Karathanasopoulos, …
- In:
Economics letters
182
(
2019
),
pp. 26-29
Persistent link: https://www.econbiz.de/10012122419
Saved in:
20
Efficient, but immoral? : assessing market attitudes as multidimensional
Goff, Sandra H.
;
Noblet, Caroline L.
- In:
Economics letters
170
(
2018
),
pp. 96-99
Persistent link: https://www.econbiz.de/10012019638
Saved in:
21
Identification of common factors in panel data growth model
Deniz, Pinar
;
Stengos, Thanasēs
;
Yazgan, Mustafa Ege
- In:
Economics letters
168
(
2018
),
pp. 94-97
Persistent link: https://www.econbiz.de/10012016745
Saved in:
22
Eigenvalue difference test for the number of common factors in the approximate factor models
Wu, Jianhong
- In:
Economics letters
169
(
2018
),
pp. 63-67
Persistent link: https://www.econbiz.de/10012019511
Saved in:
23
Confidence intervals in regressions with estimated factors and idiosyncratic components
Fosten, Jack
- In:
Economics letters
157
(
2017
),
pp. 71-74
Persistent link: https://www.econbiz.de/10011847312
Saved in:
24
Robust determination for the number of common factors in the approximate factor models
Wu, Jianhong
- In:
Economics letters
144
(
2016
),
pp. 102-106
Persistent link: https://www.econbiz.de/10011617226
Saved in:
25
Mispricing and the five-factor model
Walkshäusl, Christian
- In:
Economics letters
147
(
2016
),
pp. 99-102
Persistent link: https://www.econbiz.de/10011619533
Saved in:
26
Estimating the common break date in large factor models
Chen, Liang
- In:
Economics letters
131
(
2015
),
pp. 70-74
Persistent link: https://www.econbiz.de/10011422650
Saved in:
27
Analyzing business cycle asymmetries in a multi-level factor model
Breitung, Jörg
;
Eickmeier, Sandra
- In:
Economics letters
127
(
2015
),
pp. 31-34
Persistent link: https://www.econbiz.de/10011382826
Saved in:
28
Measuring stress in money markets : a dynamic factor approach
Carpenter, Seth B.
;
Demiralp, Selva
;
Schlusche, Bernd
; …
- In:
Economics letters
125
(
2014
)
1
,
pp. 101-106
Persistent link: https://www.econbiz.de/10010504745
Saved in:
29
Measuring US sectoral shocks in the world input-output network
Ando, Sakai
- In:
Economics letters
125
(
2014
)
2
,
pp. 204-207
Persistent link: https://www.econbiz.de/10010505393
Saved in:
30
A dynamic factor model with time-varying loadings for euro area bond markets during the debt crisis
Boysen-Hogrefe, Jens
- In:
Economics letters
118
(
2013
)
1
,
pp. 50-54
Persistent link: https://www.econbiz.de/10009706885
Saved in:
31
First-differenced inference for panel factor series
Ipatova, Ekaterina
;
Trapani, Lorenzo
- In:
Economics letters
118
(
2013
)
2
,
pp. 364-366
Persistent link: https://www.econbiz.de/10009708874
Saved in:
32
Forecasting regional GDP with factor models : how useful are national and international data?
Kopoin, Alexandre
;
Moran, Kevin
;
Paré, Jean-Pierre
- In:
Economics letters
121
(
2013
)
2
,
pp. 267-270
Persistent link: https://www.econbiz.de/10010347128
Saved in:
33
Government debt in the euro-area : evidence from dynamic factor analysis
Pan, Huiran
;
Wang, Chun
- In:
Economics letters
115
(
2012
)
2
,
pp. 272-275
Persistent link: https://www.econbiz.de/10009619862
Saved in:
34
Estimating the number of common factors in serially dependent approximate factor models
Greenaway-McGrevy, Ryan
;
Han, Chirok
;
Sul, Donggyu
- In:
Economics letters
116
(
2012
)
3
,
pp. 531-534
Persistent link: https://www.econbiz.de/10009674897
Saved in:
35
Measuring business cycle comovements in Europe : evidence from a dynamic factor model with time-varying parameters
Lee, Jim
- In:
Economics letters
115
(
2012
)
3
,
pp. 438-440
Persistent link: https://www.econbiz.de/10009632328
Saved in:
36
Forecasting with many predictors : is boosting a viable alternative?
Buchen, Teresa
;
Wohlrabe, Klaus
- In:
Economics letters
113
(
2011
)
1
,
pp. 16-18
Persistent link: https://www.econbiz.de/10009303207
Saved in:
37
Factor forecasting using international targeted predictors : the case of German GDP
Schumacher, Christian
- In:
Economics letters
107
(
2010
)
2
,
pp. 95-98
Persistent link: https://www.econbiz.de/10003991488
Saved in:
38
Two-step estimation of a factor model in the presence of observable factors
Hwang, Hae-shin
- In:
Economics letters
105
(
2009
)
3
,
pp. 247-249
Persistent link: https://www.econbiz.de/10003931001
Saved in:
39
A stochastic variance factor model for large datasets and an application to S&P data
Cipollini, Andrea
;
Kapetanios, George
- In:
Economics letters
100
(
2008
)
1
,
pp. 130-134
Persistent link: https://www.econbiz.de/10003747500
Saved in:
40
A note on modelling core inflation for the UK using a new dynamic factor estimation method and a large disaggregated price index dataset
Kapetanios, George
- In:
Economics letters
85
(
2004
)
1
,
pp. 63-69
Persistent link: https://www.econbiz.de/10002215537
Saved in:
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