Munich Personal RePEc Archive

Items where Subject is "C38 - Classification Methods ; Cluster Analysis ; Principal Components ; Factor Models"

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Number of items at this level: 104.


Ahelegbey, Daniel Felix and Giudici, Paolo (2019): Tree Networks to Assess Financial Contagion.

Ahelegbey, Daniel Felix and Giudici, Paolo and Hadji-Misheva, Branka (2018): Latent Factor Models for Credit Scoring in P2P Systems. Forthcoming in: Physica A: Statistical Mechanics and its Applications No. 522 (10 February 2019): pp. 112-121.

Ando, Tomohiro and Bai, Jushan (2021): Large-scale generalized linear longitudinal data models with grouped patterns of unobserved heterogeneity.

Ando, Tomohiro and Bai, Jushan (2018): Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity.


BHANDARI, AVISHEK (2020): Long Memory and Correlation Structures of Select Stock Returns Using Novel Wavelet and Fractal Connectivity Networks.

Bai, Jushan and Li, Kunpeng (2017): Practical notes on panel data models with interactive effects.

Bai, Jushan and Li, Kunpeng and Lu, Lina (2014): Estimation and inference of FAVAR models.

Barnett, William A. and Tang, Biyan (2015): Chinese Divisia monetary index and GDP nowcasting.

Bhatt, Vipul and Kishor, N. Kundan (2021): (A)Synchronous Housing Markets of Global Cities.

Bigerna, Simona and D'Errico, Maria Chiara and Polinori, Paolo (2022): Understanding the green-growth: which pathways cities undertake in their climate programs.

Brummelhuis, Raymond and Luo, Zhongmin (2017): CDS Rate Construction Methods by Machine Learning Techniques.

Bukvić, Rajko (2023): Кволсетов индекс као нова мера концентрације: неке емпиријске провере. Published in: 50. Симпозијум о операционим истраживањима, SYM-OP-IS 2023 (2023): pp. 1005-1010.

Bukvić, Rajko (2023): Market Concentration in banking sector of Serbia: decomposition of the Changes in 2016–2021. Published in: Journal of Business and Economics , Vol. 14, No. 6 (2023): pp. 287-295.

Bukvić, Rajko and Hinić, Branko (1995): Oblici konkurencije na robnim tržištima u Jugoslaviji. Published in: Mesečne analize i prognoze , Vol. 2, No. 5 (1995): pp. 58-66.

Bukvić, Rajko (2017): Примена индекса Линда у истраживању концентрације и конкуренције у банковном сектору Србије. Published in: Ekonomska politika i razvoj, Ekonomski fakultet u Beogradu, Katedra za ekonomsku politiku i razvoj, Beograd (2017): pp. 73-94.

Bukvić, Rajko (2002): Утврђивање типова тржишних структура у југословенској прехрамбеној индустрији. Published in: Zbornik radova Više poslovne škole u Novom Sadu No. 4 (2002): pp. 35-47.

Bukvić, Rajko (2020): Концентрация и конкуренция в современном банковском секторе Сербии: анализ индексов концентрации. Published in: Вестник НГИЭИ No. 5 (2020): pp. 63-79.

Bukvić, Rajko (2020): Концентрация и конкуренция в современном банковском секторе Сербии: анализ индексов концентрации. Published in: Вестник НГИЭИ No. 5 (2020): pp. 63-79.

Bukvić, Rajko (2020): Показатељи тржишне концентрације и њихова дискриминаторна моћ: пример банковног сектора Србије. Published in: Ekonomski vidici , Vol. 25, No. 3-4 (2020): pp. 187-203.

Bukvić, Rajko (2022): Концентрация и конкуренция в современном банковском секторе Сербии: перемены и декомпозиция индекса Херфиндаля – Хиршмана. Published in: Современная конкуренция , Vol. 16, No. 2 (2022): pp. 51-67.

Bukvić, Rajko (2022): Типови промена концентрације у банковном сектору Србије: декомпозиција индекса Хиршмана-Херфиндала. Published in: XLIX Simpozijum o operacionim istraživanjima, SYM-OP-IS 2022 (2022): pp. 147-152.

Bukvić, Rajko (2022): Декомпозиција промена у концентрацији у сектору осигурања у Србији 2011–2020: утицај промена у структури тржишта и броју друштава за осигурање. Published in: Ekonomski vidici , Vol. 27, No. 1-2 (2022): pp. 35-52.

Bukvić, Rajko (2017): Concentration and Competition in Serbian Banking Sector. Published in: The Scientific Journal of Cahul State University "Bogdan Petriceicu Hasdeu": Economic and Engineering Studies No. 2 (2017): pp. 4-12.

Bukvić, Rajko (2020): Concentration and Competition in Serbian Banking Sector in the Period 2016–2018. Published in: Економика , Vol. 66, No. 2 (2020): pp. 17-35.

Bukvić, Rajko (2022): Concentration in Serbian Insurance Sector: 2011–2020 Changes and Their Decomposition. Published in: Tokovi osiguranja , Vol. 38, No. 1 (2022): pp. 28-49.

Bukvić, Rajko (1995): Efikasnost društvenog, privatnog i mešovitog sektora industrije Srbije u 1994. godini. Published in: Ekonomika , Vol. 31, No. 9-10 (1995): pp. 47-52.

Bukvić, Rajko (2019): Evolution and Current Status of the Competitive Environment in the Serbian Banking Sector: Concentration Indices Analysis. Published in: Igor Janev (ed.) Serbia: Current Political, Economic and Social Issues and Challenges, Nova Science Publishers, Inc., New York, 2019 (2019): pp. 23-42.

Bukvić, Rajko (2022): Koncentracija u sektoru osiguranja u Srbiji: promene u periodu 2011–2020. i njihova dekompozicija. Published in: Tokovi osiguranja , Vol. 38, No. 1 (2022): pp. 7-27.

Bukvić, Rajko (2020): Measuring of Concentration and Competition: Serbian Banking Sector. Published in: Synaxa No. 6-7 (2020): pp. 65-90.

Bukvić, Rajko (2002): Oblici konkurencije u prehrambenoj industriji Jugoslavije. Published in: Proizvodnja hrane – činilac regionalne integracije na Balkanu, Beograd, 2002 (9 December 2002): pp. 129-141.

Bukvić, Rajko (2002): Primena klaster analize u istraživanju tržišnih struktura u jugoslovenskoj prehrambenoj industriji. Published in: Statistička revija (Statistical Review) , Vol. 51, No. 1–4 (2002): pp. 56-70.

Bukvić, Rajko (1994): Proces svojinske transformacije u privredi Srbije i problem njegovog sagledavanja. Published in: Zbornik radova sa Naučnog skupa Institucionalna infrastruktura u tranziciji ka tržišnoj privredi, Institut društvenih nauka – Centar za ekonomska istraživanja, Beograd, 1994, str. 82–100. (1994): pp. 82-100.

Bukvić, Rajko and Pavlović, Radica and Gajić, Аlеksаndаr M. (2014): Possibilities of Application of the Index Concentration of Linda in Small Economy: Example of Serbian Food Industries. Published in: Annals of the Oradea University. Fascicle of Management and Technological Engineering , Vol. 23 (13, No. 3 (2014): pp. 159-164.

Byrne, Joseph P and Ibrahim, Boulis Maher and Sakemoto, Ryuta (2016): Common Information in Carry Trade Risk Factors.


Catapano, Cristina and Cesaroni, Tatiana and Fontana, Alessandro and Monacelli, Daniela (2008): L'individuazione di un benchmark per il fabbisogno di spesa dei comuni italiani: un'analisi per gruppi omogenei.

Chadwick, Meltem (2010): Modelling Time-varying Bond Risk Premia for Utilities Industry.

Chen, Siyan and Desiderio, Saul (2018): Factor analysis with a single common factor.

Chu, Ba (2017): Composite Quasi-Likelihood Estimation of Dynamic Panels with Group-Specific Heterogeneity and Spatially Dependent Errors.

Cobb, Marcus P A (2017): Forecasting Economic Aggregates Using Dynamic Component Grouping.

Cui, Guowei and Sarafidis, Vasilis and Yamagata, Takashi (2020): IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude Toward Risk.


De Luca, Giovanni and Zuccolotto, Paola (2013): A Conditional Value-at-Risk Based Portfolio Selection With Dynamic Tail Dependence Clustering.

Diakantoni, Antonia and Escaith, Hubert (2014): Trade in tasks, tariff policy and effective protection rates.

Dmitriy, Skrypnik and Marina, Shakleina (2019): Counter sanctions and well-being population of Russia: econometric analyses.

Dąbrowski, Marek A. and Papież, Monika and Śmiech, Sławomir (2019): Classifying de facto exchange rate regimes of financially open and closed economies: A statistical approach.


Elrod, Terry and Keane, Michael (1995): A Factor-Analytic Probit Model for Representing the Market Structure in Panel Data. Published in: Journal of Marketing Research , Vol. 32, (February 1995): pp. 1-16.

Escaith, Hubert (2014): Exploring the policy dimensions of trade in value-added.


FORTES, Roberta and Le Guenedal, Theo (2020): Tracking ECB's communication: Perspectives and Implications for Financial Markets.

Fan, Jianqing and Liao, Yuan and Shi, Xiaofeng (2013): Risks of large portfolios.

Fantazzini, Dean and Xiao, Yufeng (2023): Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases. Forthcoming in: Econometrics

Fernandez, Julian (2020): Exchange Rate Uncertainty and the Interest Rate Parity.

Ferreira-Lopes, Alexandra and Sousa, Cândida and Carvalho, Helena and Crespo, Nuno (2013): Trade Protectionism and Intra-industry Trade: A USA - EU Comparison.

Ferreira-Lopes, Alexandra and Sousa, Cândida and Carvalho, Helena and Crespo, Nuno (2013): Trade Protectionism and Intra-industry Trade: A USA - EU Comparison.


Gawlik, Remigiusz (2010): Managerial Decision Making in Geopolitically Turbulent Environments. Published in: Generating Innovative Solutions to Recurring Problems in the Global Business Environment: A Multi-, Inter-, and Trans Disciplinary Approach to Formulating and Maintaining a Competitive Organizational Edge (2010): pp. 214-221.

Gawlik, Remigiusz (2008): Managing Innovativeness in International Enterprises. Published in: Global and Regional Challenges for the 21st Century Economies (2008): pp. 97-105.

Gawlik, Remigiusz (2008): Preliminary Criteria Reduction for the Application of Analytic Hierarchy Process Method. Published in: Evolution and Revolution in the Global Economy: Enhancing Innovation and Competitiveness Worldwide (2008): pp. 366-374.

Gawlik, Remigiusz (2009): Strategic Decision Making in Times of Global Financial Crisis. Published in: Business Strategies and Technological Innovations for Sustainable Development: Creating Global Prosperity for Humanity (2009): pp. 431-439.

Gawlik, Remigiusz (2012): The Use of Analytic Hierarchy Process to Analyse International Corporations’ Operating Environment. Published in: Zeszyty Naukowe Uniwersytetu Ekonomicznego w Krakowie: Ekonomia No. 891 (2012): pp. 19-30.

Giovannelli, Alessandro and Proietti, Tommaso (2014): On the Selection of Common Factors for Macroeconomic Forecasting.


Halkos, George and Gkargkavouzi, Anastasia and Matsiori, Steriani (2018): A multi-dimensional measure of environmental behavior: Exploring the predictive power of connectedness to nature, ecological worldview and environmental concern.


Ifrim, Mihaela and Lazorec, Maria and Pintilescu, Carmen (2022): Assessing the economic resilience in central and eastern EU countries. A multidimensional approach. Published in: Conference Proceedings of 24th RSEP International Conference on Economics, Finance & Business, 24-25 February 2022, Vienna, Austria (March 2022): pp. 196-208.


KOUADIO, Hugues (2012): Droit foncier, productivité et investissement dans l'agriculture : cas du café en Côte d'Ivoire.

Katsafados, Apostolos G. and Leledakis, George N. and Pyrgiotakis, Emmanouil G. and Androutsopoulos, Ion and Fergadiotis, Manos (2021): Machine Learning in U.S. Bank Merger Prediction: A Text-Based Approach.

Kim, Hyeongwoo and Ko, Kyunghwan (2018): Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach.

Kuusela, Annika and Hännikäinen, Jari (2017): What do the shadow rates tell us about future inflation?

Kuzmin, Anton (1971): A Structural Model of Exchange Rate Dynamics. Published in: Review of Business and Economics Studies , Vol. 2, No. 3 (2014): 86- 92.


Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2013): Tracking and replication of hedge fund optimal investment portfolio strategies in global capital markets in presence of nonlinearities.

Lettau, Martin (2021): High Dimensional Factor Models with an Application to Mutual Fund Characteristics.

Leung, Yee and Fischer, Manfred M. and Wu, Wei-Zhi and Mi, Ju-Sheng (2008): A rough set approach for the discovery of classification rules in interval-valued information systems. Published in: International Journal of Approximate Reasoning , Vol. 47, No. 2 (2008): pp. 233-246.

Levy, Daniel and Mayer, Tamir and Raviv, Alon (2022): Economists in the 2008 Financial Crisis: Slow to See, Fast to Act. Forthcoming in: Journal of Financial Stability (Forthcoming) No. Forthcoming

Li, Kunpeng and Li, Qi and Lu, Lina (2016): Quasi Maximum Likelihood Analysis of High Dimensional Constrained Factor Models. Forthcoming in:

Lonsdale, Chris and Sanderson, Joe and Watson, Glyn and Peng, Fei (2016): Beyond intentional trust: supplier opportunism and management control mechanisms in public sector procurement and contracting. Published in: Policy & Politics , Vol. 44, (April 2016)

Lopez, Claude and Butler, Brittney (2021): The Community Explorer: Informing Policy with County-Level Data.

Lopez, Claude and Roh, Hyeongyul and Switek, Maggie (2022): The Community Explorer How to Inform Effectively Policy on U.S. Diversity with County Level Data.


Mansur, Alfan and Nizar, Muhammad Afdi (2023): Supply-leading or demand-following financial sector and economic development nexus: evidence from data-rich Indonesia.

Mansur, Alfan (2018): Measuring Systemic Risk on Indonesia’s Banking System. Published in: Kajian Ekonomi dan Keuangan , Vol. 2, No. 2 (4 June 2018): pp. 94-105.

Marconi, Gabriele (2014): European higher education policies and the problem of estimating a complex model with a small cross-section. Published in: ROA Dissertation Series No. 19 (21 January 2015)

Matkovskyy, Roman (2013): To the Problem of Financial Safety Estimation: the Index of Financial Safety of Turkey.

Mazurek, Jiří (2014): Examination of European Union Economic Cohesion: A Cluster Analysis Approach.

Medel-Ramírez, Carlos and Medel-López, Hilario and Lara-Mérida, Jennifer (2021): (SARS-CoV-2) COVID 19: Vigilancia genómica y evaluación del impacto en la población hablante de lengua indígena en México.

Melis, Gabriella and Elliot, Mark and Shryane, Nick (2014): Environmental concern over time: evidence from the longitudinal analysis of a British cohort study from 1991 to 2008. Published in: Social Science Quarterly , Vol. 4, No. 95 (2014): pp. 905-919.

Mendez, Carlos and Gonzales, Erick (2020): Human Capital Constraints, Spatial Dependence, and Regionalization in Bolivia: A Spatial Clustering Approach.

Mohajan, Devajit and Mohajan, Haradhan (2023): Economic Investigation of Lagrange Multiplier if Cost of Inputs and Budget Size of a Firm Increase: A Profit Maximization Endeavor. Published in: Annals of Spiru Haret University. Economic Series , Vol. 23, No. 2 (10 July 2023): pp. 340-364.

Mohajan, Devajit and Mohajan, Haradhan (2023): Mathematical Model for Nonlinear Budget Constraint: Economic Activities on Increased Budget. Published in: Studies in Social Science & Humanities , Vol. 5, No. 2 (11 May 2023): pp. 20-40.

Mohajan, Devajit and Mohajan, Haradhan (2023): A Study on Nonlinear Budget Constraint of a Local Industrial Firm of Bangladesh: A Profit Maximization Investigation. Published in: Law and Economy , Vol. 2, No. 5 (12 May 2023): pp. 27-33.

Morales-Oñate, Víctor and Morales-Oñate, Bolívar (2024): Cluster Evolution Analytics.


Pennoni, Fulvia and Romeo, Isabella (2016): Latent Markov and growth mixture models for ordinal individual responses with covariates: a comparison.

Pincheira, Pablo and Hardy, Nicolás (2019): Forecasting Aluminum Prices with Commodity Currencies.

Piątkowski, Marcin J. (2020): Expectations and Challenges in the Labour Market in the Context of Industrial Revolution 4.0. The Agglomeration Method-Based Analysis for Poland and Other EU Member States. Published in: Sustainability , Vol. 13, No. 12 (July 2020): pp. 1-30.

Polterovich, Victor (2022): Библиометрическое равновесие.


Ramaharo, Franck M. and Rajaonarison, Njakanasandratra R. (2023): Principal component regression analysis of electricity consumption factors in Madagascar.

Rezankova, Hana and Zelinsky, Tomas (2014): Faktory míry materiální deprivace v České republice a jejich vztahy k typu domácnosti. Published in: Ekonomicky casopis , Vol. 62, No. 4 (2014): pp. 394-410.


SALLADARRE, Frédéric and LE BOENNEC, Rémy and BEL, Marlène (2021): Robotaxis or autonomous shuttles? The role of urban representations and travel habits in tomorrow's mode choice in France. Published in: Journal of Transport Economics and Policy , Vol. 3, No. 55 : pp. 237-259.

Sahoo, Bimal and Neog, Bhaskar Jyoti (2015): Heterogeneity and participation in Informal employment among non-cultivator workers in India.

Skribans, Valerijs (2012): European Union Economy System Dynamic Model Development. Published in: Proceedings of the 30th International Conference of the System Dynamics Society (2012): pp. 3687-3697.

Soybilgen, Baris (2018): Identifying US business cycle regimes using dynamic factors and neural network models.

Stauskas, Ovidijus and De Vos, Ignace (2024): Handling Distinct Correlated Effects with CCE.


Thum, Anna-Elisabeth (2013): Psychology in econometric models: conceptual and methodological foundations.


Urga, Giovanni and Wang, Fa (2022): Estimation and Inference for High Dimensional Factor Model with Regime Switching.

Urga, Giovanni and Wang, Fa (2022): Estimation and inference for high dimensional factor model with regime switching.


van der Plaat, Mark T. (2021): How to Measure Securitization: A Structural Equation Approach.


Watson, Glyn and Lonsdale, Chris and Peng, Fei and Sanderson, Joe (2012): Lessons for Procurement and Contract Management Practice in the Public Sector: Evidence from a Quantitative Study.


Zaharia, Marian and Gogonea, Rodica- Manuela and Balacescu, Aniela (2020): Territorial dimension of wheat production in Romania. Published in: Agrarian Economy and Rural Development - Realities and Perspectives for Romania, 2020 , Vol. 11, No. ISSN 2668-0955, ISSN-L 2285-6803 (19 November 2020): pp. 83-90.


Álvarez de Toledo, Pablo and Núñez, Fernando and Usabiaga, Carlos (2013): Labour Market Segmentation, Clusters, Mobility and Unemployment Duration with Individual Microdata.


Śmiech, Sławomir (2014): Co-movement of commodity prices – results from dynamic time warping classification.

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