Business cycle and corporate failure in France: Is there a link?

DOI10.1007/S10614-006-9077-8MaRDI QIDQ2642587zbMATH OpenOpenAlexFDO

Authors Eric Bataille, Catherine Bruneau, Frederic Michaud

Publication date 17 August 2007

Published in Computational Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10614-006-9077-8

zbMATH Keywords

common factorspanel dataprincipal componentsscoring

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

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Cites work

• A PANIC attack on unit roots and cointegration.
• Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
• Determining the Number of Factors in Approximate Factor Models
• Evaluating latent and observed factors in macroeconomics and finance
• Inferential Theory for Factor Models of Large Dimensions
• Testing for Common Trends
• Testing for unit roots in autoregressive-moving average models of unknown order

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