A dynamic factor approach to nonlinear stability analysis

DOI10.1016/J.JEDC.2007.10.006zbMATH Open1181.91270OpenAlexW2122478348MaRDI QIDQ844759FDOQ844759

Authors: Mototsugu Shintani 

Publication date: 19 January 2010

Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1803/31

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zbMATH Keywords

principal componentsnonparametric regressionchaosdynamic factor modelLyapunov exponents

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Statistical methods; economic indices and measures (91B82) Economic dynamics (91B55)

Cites Work

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Cited In (3)

• Improving the finite sample performance of autoregression estimators in dynamic factor models: a bootstrap approach
• Title not available (Why is that?)
• Evaluating changes in group stability for large-scale industrial systems in a crisis situation

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