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~subject:"Faktorenanalyse"
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Faktorenanalyse
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Pesaran, M. Hashem
46
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31
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28
Kapetanios, George
27
Koopman, Siem Jan
27
Bai, Jushan
26
Chudik, Alexander
26
Hallin, Marc
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Schumacher, Christian
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Härdle, Wolfgang
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Yamagata, Takashi
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Giannone, Domenico
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Ng, Serena
16
Fan, Jianqing
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Lippi, Marco
14
Breitung, Jörg
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Hautsch, Nikolaus
13
Heckman, James J.
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Han, Xu
12
Zaffaroni, Paolo
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Eickmeier, Sandra
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Liao, Yuan
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Luciani, Matteo
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Pesaran, Mohammad Hashem
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Sentana, Enrique
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Soccorsi, Stefano
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Wang, Fa
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Weidner, Martin
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Doz, Catherine
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Gagliardini, Patrick
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Gao, Jiti
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Jungbacker, Borus
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Korobilis, Dimitris
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Journal of econometrics
102
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International journal of forecasting
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Economics letters
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Journal of financial economics
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Econometrics : open access journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of empirical finance
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SpringerLink / Bücher
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Discussion Paper Series 1
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1
Estimation issues with PLS and CBSEM : where the
bias
lies!
Sarstedt, Marko
;
Hair, Joseph F.
;
Ringle, Christian M.
; …
- In:
Journal of business research : JBR
69
(
2016
)
10
,
pp. 3998-4010
Persistent link: https://www.econbiz.de/10011553860
Saved in:
2
Improving the finite sample performance of autoregression estimators in dynamic factor models : a bootstrap approach
Shintani, Mototsugu
;
Guo, Zi-yi
-
2015
Persistent link: https://www.econbiz.de/10011448651
Saved in:
3
Bootstrapping factor-augmented regression models
Gonçalves, Sílvia
;
Perron, Benoit
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 156-173
Persistent link: https://www.econbiz.de/10010497094
Saved in:
4
Improving the finite sample performance of autoregression estimators in dynamic factor models : a bootstrap approach
Shintani, Mototsugu
;
Guo, Zi-Yi
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 360-379
Persistent link: https://www.econbiz.de/10012039266
Saved in:
5
Bootstrap inference on a factor model based average treatment effects estimator
Wang, Luya
;
Racine, Jeffrey
;
Wang, Qiaoyu
-
2024
Persistent link: https://www.econbiz.de/10014546087
Saved in:
6
Finite sample performance of principal components estimators for dynamic factor models : asymptotic vs. bootstrap approximations
Shintani, Mototsugu
;
Guo, Zi-Yi
-
2011
-
This version: January 2011
the
bias
is larger for a more persistent factor. In such a case, bootstrap procedures are effective in reducing the
bias
…
Persistent link: https://www.econbiz.de/10011723905
Saved in:
7
Bootstrapping factor models with cross sectional dependence
Gonçalves, Sílvia
;
Perron, Benoit
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 476-495
Persistent link: https://www.econbiz.de/10012483168
Saved in:
8
Bootstrapping factor models with cross sectional dependence
Gonçalves, Sílvia
;
Perron, Benoit
-
2018
Persistent link: https://www.econbiz.de/10011884019
Saved in:
9
Factor Analysis by instrumental variables methods : least squares justification and standard errors
Haegglund, G.
-
1981
Persistent link: https://www.econbiz.de/10000019479
Saved in:
10
Reflections on partial least squares path modeling
McIntosh, Cameron N.
;
Edwards, Jeffrey R.
;
Antonakis, John
- In:
Organizational research methods : ORM
17
(
2014
)
2
,
pp. 210-251
Persistent link: https://www.econbiz.de/10010362586
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