المؤلفون: Bailey, Natalia, Kapetanios, George, Pesaran, M. Hashem

المصدر: Bailey , N , Kapetanios , G & Pesaran , M H 2021 , ' Measurement of factor strength : theory and practice ' , Journal of Applied Econometrics , vol. 36 , no. 5 , pp. 587-613 . https://doi.org/10.1002/jae.2830

مصطلحات موضوعية: cross-sectional dependence, factor models, factor strength, macroeconomic shocks, market factor, measures of pervasiveness

وصف الملف: application/pdf

الاتاحة: https://research.monash.edu/en/publications/9ebe4659-6a3d-4a84-a975-ac9e4ab316c6
https://doi.org/10.1002/jae.2830
https://researchmgt.monash.edu/ws/files/350668571/347934878_oa.pdf
http://www.scopus.com/inward/record.url?scp=85110866938&partnerID=8YFLogxK

المؤلفون: Bailey, Natalia, Kapetanios, George, Pesaran, M. Hashem

مصطلحات موضوعية: ddc:330, C38, E20, G20, factor models, factor strength, measures of pervasiveness, cross-sectional dependence, market factor

Relation: Series: CESifo Working Paper; No. 8146; gbv-ppn:1692423657; http://hdl.handle.net/10419/216542; RePec:ces:ceswps:_8146

الاتاحة: http://hdl.handle.net/10419/216542

المؤلفون: Natalia Bailey, George Kapetanios, M. Hashem Pesaran

مصطلحات موضوعية: Econometric and statistical methods, Econometrics not elsewhere classified, factor models, factor strength, measures of pervasiveness, cross-sectional dependence, market factor

Relation: https://figshare.com/articles/journal_contribution/Measurement_of_Factor_Strength_Theory_and_Practice/21529281

الاتاحة: https://doi.org/10.26180/21529281.v1
https://figshare.com/articles/journal_contribution/Measurement_of_Factor_Strength_Theory_and_Practice/21529281