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subject:"Estimation"
~isPartOf:"CREATES research paper"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
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Search: subject_exact:"Factor rotation"
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Estimation
Factor analysis
61
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61
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33
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28
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19
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19
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17
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Mikkelsen, Jakob Guldbæk
4
Hillebrand, Eric
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Urga, Giovanni
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CREATES research paper
Journal of applied econometrics
Working paper / National Bureau of Economic Research, Inc.
Journal of econometrics
38
International journal of forecasting
23
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
Working paper
19
Economics letters
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Discussion paper / Tinbergen Institute
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8
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8
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7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Finance research letters
7
Journal of financial economics
7
Journal of forecasting
7
Journal of banking & finance
6
Journal of economic dynamics & control
6
The North American journal of economics and finance : a journal of financial economics studies
6
Applied economics
5
Econometric reviews
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Econometrics : open access journal
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Journal of empirical finance
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Journal of international money and finance
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NBER Working Paper
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Research paper series / Swiss Finance Institute
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Working paper / Department of Econometrics and Business Statistics, Monash University
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CEA_372Cass working paper series
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ECARES working paper
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Finance and economics discussion series
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ECONIS (ZBW)
28
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1
Identifying and interpreting the factors in factor models via sparsity : different approaches
Despois, Thomas
;
Doz, Catherine
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 533-555
Persistent link: https://www.econbiz.de/10014288017
Saved in:
2
Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric
;
Mikkelsen, Jakob Guldbæk
;
Spreng, Lars
; …
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 857-877
Persistent link: https://www.econbiz.de/10014432197
Saved in:
3
Identification of dynamic latent factor models of skill formation with translog production
Del Bono, Emilia
;
Kinsler, Josh
;
Pavan, Ronni
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1256-1265
Persistent link: https://www.econbiz.de/10013464674
Saved in:
4
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
5
The efficacy of ability proxies for estimating the returns to schooling : a factor model-based evaluation
Kejriwal, Mohitosh
;
Li, Xiaoxiao
;
Nguyen, Linh
;
Totty, Evan
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 3-21
Persistent link: https://www.econbiz.de/10014474429
Saved in:
6
Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric
;
Mikkelsen, Jakob Guldbæk
;
Spreng, Lars
; …
-
2020
Persistent link: https://www.econbiz.de/10012433967
Saved in:
7
Common factors of commodity prices
Delle Chiaie, Simona
;
Ferrara, Laurent
;
Giannone, Domenico
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 461-476
Persistent link: https://www.econbiz.de/10013186690
Saved in:
8
A parametric factor model of the term structure of mortality
Haldrup, Niels
;
Rosenskjold, Carsten P. T.
-
2018
Persistent link: https://www.econbiz.de/10011797536
Saved in:
9
Size and value in China
Liu, Jianan
;
Stambaugh, Robert F.
;
Yuan, Yu
-
2018
Persistent link: https://www.econbiz.de/10011844595
Saved in:
10
q5
Hou, Kewei
;
Mo, Haitao
;
Xue, Chen
;
Zhang, Lu
-
2018
Persistent link: https://www.econbiz.de/10011888412
Saved in:
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