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Factor analysis
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ECONIS (ZBW)
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1
Dynamic factor extraction of cross-sectional dependence in panel unit root tests
Kapetanios, George
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920602
Saved in:
2
A stochastic variance factor model for large datasets and an application to S&P data
Cipollini, Andrea
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920657
Saved in:
3
Factor analysis using subspace factor models : some theoretical results and an application to UK inflation forecasting
Kapetanios, George
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867252
Saved in:
4
A comparison of estimation methods for dynamic factor models of large dimensions
Kapetanios, George
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867670
Saved in:
5
A dynamic factor analysis of the response of U.S. interest rates to news
Lippi, Marco
(
contributor
);
Thornton, Daniel L.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002496904
Saved in:
6
Technology differences, institutions and economic growth : a conditional conditional convergence
Boulhol, Hervé
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002420480
Saved in:
7
A new method for determining the number of factors in factor models with large datasets
Kapetanios, George
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002403209
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8
Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns
Kapetanios, George
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002808264
Saved in:
9
A tourism conditions index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010242831
Saved in:
10
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348322
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