Similar Search Results

Identification of causal factor models of stationary time series

Heaton, Christopher; Solo, Victor - In: The econometrics journal 7 (2004) 2, pp. 618-627

Persistent link: https://www.econbiz.de/10002463697

Identification and estimation of causal factor models of stationary time series

Heaton, Christopher; Solo, Victor - 2002

Persistent link: https://www.econbiz.de/10001660028

Dynamic factor analysis with ARMA factors

Heaton, Christopher; Solo, Victor - 2000

Persistent link: https://www.econbiz.de/10001509585

Asymptotic principal components estimation of large factor models

Heaton, Christopher; Solo, Victor - 2003

Persistent link: https://www.econbiz.de/10001775669

Errors in variables and cointegration

Solo, Victor - In: Econometric theory 11 (1995) 1, pp. 60-80

Persistent link: https://www.econbiz.de/10001176352

Asymptotics for linear processes

Phillips, Peter C. B.; Solo, Victor - 1989

Persistent link: https://www.econbiz.de/10000870510

Asymptotics for linear processes

Phillips, Peter C. B.; Solo, Victor - 1992

Persistent link: https://www.econbiz.de/10000872825

The financial returns to investment in overseas and local post-school education

Heaton, Christopher - 1995

Persistent link: https://www.econbiz.de/10000921080

Public expenditure and private investment : crowding-in and Q-complementarity

Heaton, Christopher - 1996

Persistent link: https://www.econbiz.de/10000936970

Estimation of Approximate Factor Models: Is it Important to have a Large Number of Variables?

Heaton, Chris; Solo, Victor - Department of Economics, Faculty of Business and Economics - 2006

The use of principal component techniques to estimate approximate factor models with large cross-sectional dimension is now well established. However, recent work by Inklaar, Jacobs and Romp (2003) and Boivin and Ng (2005) has cast some doubt on the importance of a large cross-sectional...

Persistent link: https://www.econbiz.de/10005423277