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1998-03-19Buch DOI: 10.18452/3757
Nonparametric Factor Analysis of Time Series
dc.contributor.authorRodríguez-Póo, Juan M.
dc.contributor.authorLinton, Oliver
dc.date.accessioned2017-06-15T22:01:38Z
dc.date.available2017-06-15T22:01:38Z
dc.date.created2006-03-10
dc.date.issued1998-03-19
dc.identifier.issn1436-1086
dc.identifier.urihttp://edoc.hu-berlin.de/18452/4409
dc.description.abstractWe introduce a nonparametric smoothing procedure for nonparametric factor analaysis of multivariate time series. The asymptotic properties of the proposed procedures are derived. We present an application based on the residuals from the Fair macromodel.eng
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/
dc.subjectFactor Analysiseng
dc.subjectTime Serieseng
dc.subjectKernel estimationeng
dc.subjectNonparametriceng
dc.subject.ddc330 Wirtschaft
dc.titleNonparametric Factor Analysis of Time Series
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10060112
dc.identifier.doihttp://dx.doi.org/10.18452/3757
dc.subject.dnb17 Wirtschaft
local.edoc.container-titleSonderforschungsbereich 373: Quantification and Simulation of Economic Processes
local.edoc.pages22
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume1998
local.edoc.container-issue70
local.edoc.container-year1998
local.edoc.container-erstkatid2135319-0

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