Principal components in econometrics

DOI10.1080/03610928808829759MaRDI QIDQ3474033zbMATH OpenOpenAlexFDO

Authors E. H. Oksanen

Publication date 1988

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928808829759

zbMATH Keywords

principal componentseconometricsPrincipal components regression

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics to economics (62P20)

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Cites work

• scientific article; zbMATH DE number 3967770 (Why is no real title available?)
• scientific article; zbMATH DE number 3968787 (Why is no real title available?)
• scientific article; zbMATH DE number 3720240 (Why is no real title available?)
• scientific article; zbMATH DE number 3604250 (Why is no real title available?)
• scientific article; zbMATH DE number 3434940 (Why is no real title available?)
• scientific article; zbMATH DE number 3350922 (Why is no real title available?)
• An Optimal Property of Principal Components in the Context of Restricted Least Squares
• Best Linear Index Numbers of Prices and Quantities
• Best Linear and Best Linear Unbiased Index Numbers
• Component selection norms for principal components regression
• Minimum Variance Properties of Principal Component Regression
• On a theorem stated by Eckart and Young
• On the concept of non-significant functions and its implications for regression analysis
• Simultaneous Equations Estimation Based on Principal Components of Predetermined Variables
• The Singular-Value Decomposition as a Tool for Solving Estimability Problems

Cited in

(6)

• Factor principal components regression analysis for technical analysis of stocks
• Principal component regression under exchangeability
• scientific article; zbMATH DE number 2217283 (Why is no real title available?)
• A principal component analysis of multivariate data on inflation for Nigeria
• Multivariate analysis for the assessment of factors affecting industrial competitiveness: the case of Greek food and beverage industries
• scientific article; zbMATH DE number 3936247 (Why is no real title available?)

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