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~institution:"Department of Economics, Oxford University"
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principal components
2
Collinearity
1
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Portmanteau test
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Castle, Jennifer
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Hendry, David
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Chen, Liang
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Department of Economics, Oxford University
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
34
C.E.P.R. Discussion Papers
13
International Monetary Fund (IMF)
12
School of Economics and Finance, Queen Mary
8
School of Economics and Management, University of Aarhus
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
7
Deutsche Bundesbank
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EconWPA
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Econometric Society
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School of Business and Economics, Loughborough University
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World Institute for Development Economic Research (UNU/WIDER), United Nations University
5
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
4
Departamento de Estadistica, Universidad Carlos III de Madrid
4
Department of Econometrics and Business Statistics, Monash Business School
4
Erasmus University Rotterdam, Econometric Institute
4
European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
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HAL
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Banco de México
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Department of Economics, Boston College
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Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
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Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska
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Institute of Economic Research, Hitotsubashi University
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CASE-Center for Social and Economic Research
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Centro di Economia del Lavoro e di Politica Economica (CELPE), Università degli Studi di Salerno
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Crawford School of Public Policy, Australian National University
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Department of Agricultural and Applied Economics, University of Georgia
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Department of Economics, European University Institute
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Department of Economics, Faculty of Business and Economics
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Economics Series Working Papers / Department of Economics, Oxford University
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Detecting Big Structural Breaks in Large Factor Models
Chen, Liang
;
Dolado, Juan
;
Gonzalo, Jesus
-
Department of Economics, Oxford University
-
2013
in a regression of one of the factors estimated by
Principal
Components
analysis on the remaining estimated factors …
Persistent link: https://www.econbiz.de/10011004160
Saved in:
2
Model Selection in Equations with Many 'Small' Effects
Castle, Jennifer
;
Hendry, David
-
Department of Economics, Oxford University
-
2011
multiple location shifts, together with all the
principal
components
representing 'factor' structures, which can also capture …
Persistent link: https://www.econbiz.de/10008829644
Saved in:
3
A Low-Dimension Portmanteau Test for Non-linearity
Castle, Jennifer
;
Hendry, David
-
Department of Economics, Oxford University
-
2010
A new test for non-linearity in the conditional mean is proposed using functions of the
principal
components
of …
Persistent link: https://www.econbiz.de/10008519524
Saved in:
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