Search for dissertations about: "Factor Models"

Showing result 1 - 5 of 1241 swedish dissertations containing the words Factor Models.

  2. 1. Variational Inference of Dynamic Factor Models

    Author : Erik Spånberg; Pär Stockhammar; Gebrenegus Ghilagaber; Sune Karlsson; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; dynamic factor models; variational inference; missing data; nowcasting; expectation maximization; statistik; Statistics;

    Abstract : When we make difficult and crucial decisions, forecasts are powerful and important tools. For that purpose, statistical models can be our most effective aid. Ideally, these models can incorporate large sets of multifaceted data. READ MORE

  4. 2. A Factor Analytical Approach to Dynamic Panel Data Models

    Author : Milda Norkute; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Dynamic panel data models; Factor analytical method; Bias; Incidental trends; MA errors; Factor-GMM;

    Abstract : This thesis deals with the development and application of new estimation approaches based on factor analysis for estimation and inference in dynamic panel data models with fixed-effects. A new factor analytical method (FA) for the estimation of fixed-effects dynamic panel data models is proposed in Bai ("Fixed-Effects Dynamic Panel Models, A Factor Analytical Method". READ MORE

  5. 3. Essays on Estimation Methods for Factor Models and Structural Equation Models

    Author : Shaobo Jin; Fan Yang-Wallentin; Rolf Larsson; Li Cai; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; shrinkage; factor rotation; penalized maximum likelihood; pseudo-maximum likelihood; multi-group analysis; ordinal data; robustness; Statistics; Statistik;

    Abstract : This thesis which consists of four papers is concerned with estimation methods in factor analysis and structural equation models. New estimation methods are proposed and investigated.In paper I an approximation of the penalized maximum likelihood (ML) is introduced to fit an exploratory factor analysis model. READ MORE

  6. 4. Growth, Factor Shares, and Factor Prices

    Author : Julius Probst; Ekonomisk-historiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; secular stagnation; labor share; imputations; asset prices; real interest rate; Zipf s law;

    Abstract : This dissertation is a study in empirical macroeconomic history. The first two papers concern themselves with the functional distribution of income. The third paper is an examination of global real interest rates, and the final paper examines city growth in Sweden over the last two hundred years. READ MORE

  7. 5. Likelihood-Based Panel Unit Root Tests for Factor Models

    Author : Xingwu Zhou; Johan Lyhagen; Joakim Westerlund; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Panel unit root; Exact factor model; Dynamic factor model; Maximum likelihood; Principal components; Lagrange multiplier;

    Abstract : The thesis consists of four papers that address likelihood-based unit root tests for panel data with cross-sectional dependence arising from common factors.In the first three papers, we derive Lagrange multiplier (LM)-type tests for common and idiosyncratic unit roots in the exact factor models based on the likelihood function of the differenced data. READ MORE