Pieter Otter

University of Groningen

P.O. Box 800

9700 AH Groningen, Groningen 9700 AV

Netherlands

SCHOLARLY PAPERS

1

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35

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0

Scholarly Papers (1)

Information, Data Dimension, and Factor Structure

DNB Working Paper No. 150
Number of pages: 27 Posted: 26 Jan 2011
Sveriges Riksbank - Monetary Policy, University of Groningen - Faculty of Economics and Business and University of Groningen
Downloads 18 (549,482)

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Kullback-Leibler Numbers, Factor Structure, Leading Index

Information, Data Dimension and Factor Structure

The Australian National University Centre for Applied Microeconomic Analysis Working Paper No. 15/2011
Number of pages: 31 Posted: 22 Jun 2011
University of Groningen - Faculty of Economics and Business, University of Groningen and Sveriges Riksbank - Monetary Policy
Downloads 17 (555,981)

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Kullback-Leibler Numbers, Information, Factor Structure, Data Set Dimension, Dynamic Factor Models, Leading Index