Bayesian Analysis of Static and Dynamic Factor Models : An Ex-Post Approach towards the Rotation Problem
Aßmann, Christian; Boysen-Hogrefe, Jens; Pape, Markus (2016): Bayesian Analysis of Static and Dynamic Factor Models : An Ex-Post Approach towards the Rotation Problem, in: Journal of Econometrics, Amsterdam [u.a.]: Elsevier, Jg. 192, Nr. 1, S. 190–206, doi: 10.1016/j.jeconom.2015.10.010.
Faculty/Chair:
Author:
 ;  ; 
Title of the Journal:
Journal of Econometrics
ISSN:
0304-4076
Publisher Information:
Year of publication:
2016
Volume:
192
Issue:
1
Pages:
Language:
English
DOI:
Keywords:
Bayesian Analysis
 ; 
Static Factor Models
 ; 
Dynamic Factor Models
 ; 
Rotation Problem
International Distribution:
Yes:
Type:
Article
URI:
Activation date:
January 20, 2016

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