Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/61293 
Year of Publication: 
1998
Series/Report no.: 
SFB 373 Discussion Paper No. 1998,70
Publisher: 
Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, Berlin
Abstract: 
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.
Subjects: 
Factor Analysis
Time Series
Kernel estimation
Nonparametric
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

Files in This Item:
File
Size





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.