Munich Personal RePEc Archive

Items where Subject is "C - Mathematical and Quantitative Methods > C3 - Multiple or Simultaneous Equation Models ; Multiple Variables > C38 - Classification Methods ; Cluster Analysis ; Principal Components ; Factor Models"

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Number of items at this level: 74.

Czech

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.

English

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

Ahelegbey, Daniel Felix and Giudici, Paolo and Hadji-Misheva, Branka (2019): Factorial Network Models To Improve P2P Credit Risk Management. Forthcoming in:

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 (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.

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

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

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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

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.

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

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.

French

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

Italian

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.

Russian

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.

Serbian

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): 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.

This list was generated on Sun Oct 17 06:59:53 2021 CEST.
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