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~subject:"Factor analysis"
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Factor analysis
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10
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10
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9
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8
local factors
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factor models
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Freyaldenhoven, Simon
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Ladas, Avgoustinos
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Luciani, Matteo
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Pegoraro, Fulvio
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Siegel, Andrew F.
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Tiozzo 'Pezzoli, Luca
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Factor models with
local
factors
- determining the number of relevant factors
Freyaldenhoven, Simon
-
2021
Persistent link: https://www.econbiz.de/10012651287
Saved in:
2
Co-movement and global factors in sovereign bond yields
Venetis, Ioannis A.
;
Ladas, Avgoustinos
- In:
Bulletin of applied economics
10
(
2023
)
2
,
pp. 17-45
Persistent link: https://www.econbiz.de/10014495154
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3
Identification through sparsity in factor models
Freyaldenhoven, Simon
-
2020
Persistent link: https://www.econbiz.de/10012372896
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4
Factor models with
local
factors
: determining the number of relevant factors
Freyaldenhoven, Simon
- In:
Journal of econometrics
229
(
2022
)
1
,
pp. 80-102
Persistent link: https://www.econbiz.de/10013441833
Saved in:
5
Specification analysis of international treasury yield curve factors
Pegoraro, Fulvio
;
Siegel, Andrew F.
;
Tiozzo 'Pezzoli, Luca
-
2014
Persistent link: https://www.econbiz.de/10010438246
Saved in:
6
Forecasting with approximate dynamic factor models : the role of non-pervasive shocks
Luciani, Matteo
- In:
International journal of forecasting
30
(
2013
)
1
,
pp. 20-29
Persistent link: https://www.econbiz.de/10010243647
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