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Faculty of Economics

C38

Multiple or Simultaneous Equation Models: Classification Methods; Cluster Analysis; Principal Components; Factor Models


Title AuthorsYearJEL Codes
Estimation of Common Factors for Microstructure Noise and Efficient Price in a High-frequency Dual Factor ModelLi, 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 marketRichter, L.-L. and Pollitt, M.[2016]C18 C38 D12 L94 Q42 Q55

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