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subject:"Estimation"
~isPartOf:"CREATES research paper"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Estimation theory"
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Search: subject_exact:"Factor rotation"
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Estimation
Estimation theory
Factor analysis
39
Faktorenanalyse
39
Theorie
23
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23
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17
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16
United States
16
Forecasting model
10
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Mikkelsen, Jakob Guldbæk
3
Cunha, Flávio
2
Ergemen, Yunus Emre
2
Heckman, James J.
2
Hillebrand, Eric
2
Rodríguez-Caballero, Carlos Vladimir
2
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2
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2
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1
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1
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1
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1
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1
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CREATES research paper
Working paper / National Bureau of Economic Research, Inc.
Journal of econometrics
64
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
International journal of forecasting
25
Working paper
20
Economics letters
15
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14
CEMMAP working papers / Centre for Microdata Methods and Practice
12
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11
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11
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Finance research letters
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Econometric reviews
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Journal of forecasting
8
Econometrics : open access journal
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Working paper / Department of Econometrics and Business Statistics, Monash University
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
Journal of banking & finance
6
Journal of economic dynamics & control
6
Journal of empirical finance
6
Kiel working paper
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NBER working paper series
6
The North American journal of economics and finance : a journal of financial economics studies
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Applied economics
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CEMFI working paper
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ECARES working paper
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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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The econometrics journal
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ECONIS (ZBW)
18
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1
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
2
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:
3
Wavelet estimation for dynamic factor models with time-varying loadings
Cataño, Duván Humberto
;
Rodríguez-Caballero, Carlos …
-
2019
Persistent link: https://www.econbiz.de/10012316927
Saved in:
4
Size and value in China
Liu, Jianan
;
Stambaugh, Robert F.
;
Yuan, Yu
-
2018
Persistent link: https://www.econbiz.de/10011844595
Saved in:
5
q5
Hou, Kewei
;
Mo, Haitao
;
Xue, Chen
;
Zhang, Lu
-
2018
Persistent link: https://www.econbiz.de/10011888412
Saved in:
6
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:
7
Testing for time-varying loadings in dynamic factor models
Mikkelsen, Jakob Guldbæk
-
2017
Persistent link: https://www.econbiz.de/10011706038
Saved in:
8
Estimating the technology of children's skill formation
Agostinelli, Francesco
;
Wiswall, Matthew
-
2016
Persistent link: https://www.econbiz.de/10011523927
Saved in:
9
A dynamic multi-level factor model with long-range dependence
Ergemen, Yunus Emre
;
Rodríguez-Caballero, Carlos Vladimir
-
2016
Persistent link: https://www.econbiz.de/10011524107
Saved in:
10
Maximum likelihood estimation of time-varying loadings in high-dimensional factor models
Mikkelsen, Jakob Guldbæk
;
Hillebrand, Eric
;
Urga, Giovanni
-
2015
Persistent link: https://www.econbiz.de/10011409357
Saved in:
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