C38
Multiple or Simultaneous Equation Models: Classification Methods; Cluster Analysis; Principal Components; Factor Models
Title | Authors | Year | JEL Codes |
---|---|---|---|
The Role of Pricing Errors in Linear Asset Pricing Models with Strong, Semi-strong, and Latent Factors | Pesaran, M. H., Smith, R. P. | [2023] | C38 G10 |
Estimating Time-Varying Networks for High-Dimensional Time Series | Chen, J., Li, D., Li, Y., Linton, O. B. | [2022] | C13 C14 C32 C38 |
Political markets as equity price factors | Auld, T. | [2022] | C38 C51 D72 G12 G14 G15 |
The Intergenerational Elasticity of Earnings: Exploring the Mechanisms | Bolt,U., French, E., Hentall MacCuish, J., O'Dea, C. | [2021] | I24 J24 C38 |
Estimation of Common Factors for Microstructure Noise and Efficient Price in a High-frequency Dual Factor Model | Li, Y-N., Chen, J. and Linton, O. | [2021] | C10 C13 C14 C33 C38 |
Can Alternative Data Improve the Accuracy of Dynamic Factor Model Nowcasts? | Cristea, R. G. | [2020] | C38 C53 C55 E27 E66 Y40 |
Which Smart Electricity Service Contracts Will Consumers Accept? The demand for compensation in a platform market | Richter, L.-L. and Pollitt, M. | [2016] | C18 C38 D12 L94 Q42 Q55 |
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