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

DOI10.1007/S10614-006-9077-8zbMath1161.91455OpenAlexW2108523514MaRDI QIDQ2642587

Frederic Michaud, Catherine Bruneau, Eric Bataille

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

scoringpanel dataprincipal componentscommon factors

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Cites Work

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

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