Narrow search
Showing 1 - 10 of 487
Cover Image
Econometric applications of positive rank-one modifications of the symmetric factorization of a positive semi-definite matrix
Sentana, Enrique - In: Spanish economic review : SER 1 (1999) 1, pp. 79-90
Persistent link: https://www.econbiz.de/10001463531
Cover Image
Arbitrage pricing theory as a restricted nonlinear multivariate regression model : iterated nonlinear seemingly unrelated regression estimates
McElroy, Marjorie - In: Journal of business & economic statistics : JBES ; a … 6 (1988) 1, pp. 29-42
Persistent link: https://www.econbiz.de/10001044795
Cover Image
Stable factors in security returns : identification using cross-validation
Conway, Delores A. - In: Journal of business & economic statistics : JBES ; a … 6 (1988) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10001044800
Cover Image
Analyse factorielle dynamique : test du nombre de facteurs, estimation et application à l'enquête de conjoncture dans l'industrie
Doz, Catherine; Lenglart, Fabrice - In: Annales d'économie et de statistique (1999), pp. 91-127
Persistent link: https://www.econbiz.de/10001565469
Cover Image
A Monte Carlo comparison of factor analytic methods
Acito, Franklin; Anderson, Ronald D. - In: Journal of marketing research : JMR 17 (1980) 2, pp. 228-236
Persistent link: https://www.econbiz.de/10001804027
Cover Image
Cross-validation of the economic significance of factors in security returns
Upton, David E. - In: Journal of business research : JBR 31 (1994) 1, pp. 33-38
Persistent link: https://www.econbiz.de/10001170979
Cover Image
Factor Analysis by instrumental variables methods : least squares justification and standard errors
Haegglund, G. - 1981
Persistent link: https://www.econbiz.de/10000019479
Cover Image
Confirmatory factor analysis of multitrait and multimethod matrices : the effects of misspecification on estimates, solutions and goodness-of-fit indicators
Kanetkar, Vinay (contributor); Evans, Martin G. (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001681227
Cover Image
Direct estimation of the risk neutral factor dynamcis of Gaussian term structure models
Bams, Dennis; Schotman, Peter C. - In: Journal of econometrics 117 (2003) 1, pp. 179-206
Persistent link: https://www.econbiz.de/10001787610
Cover Image
Factor analysis of a model of stock market returns using simulation-based estimation techniques
Zhumabekova, Diana; Dungey, Mardi H. - 2001
Persistent link: https://www.econbiz.de/10001790850