Arbeitspapier
Nonparametric factor analysis of time series
We 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.
- Language
-
Englisch
- Bibliographic citation
-
Series: SFB 373 Discussion Paper ; No. 1998,70
- Classification
-
Wirtschaft
- Subject
-
Factor Analysis
Time Series
Kernel estimation
Nonparametric
- Event
-
Geistige Schöpfung
- (who)
-
Rodríguez-Poo, Juan M.
Linton, Oliver Bruce
- Event
-
Veröffentlichung
- (who)
-
Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
- (where)
-
Berlin
- (when)
-
1998
- Handle
- URN
-
urn:nbn:de:kobv:11-10060112
- Last update
-
10.03.2025, 11:44 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Rodríguez-Poo, Juan M.
- Linton, Oliver Bruce
- Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
Time of origin
- 1998
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Nonparametric inference for unbalanced time series data
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