Nonparametric factor analysis of residual time series

Juan Rodríguez-Poo () and Oliver Bruce Linton ()

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2001, vol. 10, issue 1, pages 161-182

Keywords: factor analysis; nonparametric kernel regression; time series; 62G08; 62G10; 62P20 (search for similar items in EconPapers)
Date: 2001
References: View references in EconPapers View complete reference list from CitEc
Citations Track citations by RSS feed

Downloads: (external link)
http://hdl.handle.net/10.1007/BF02595830 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:spr:testjl:v:10:y:2001:i:1:p:161-182

Ordering information: This journal article can be ordered from
http://link.springer.de/orders.htm

Access Statistics for this article

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research is edited by MarÌa ¡ngeles Gil and Leandro Pardo

More articles in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research from Springer
Series data maintained by Guenther Eichhorn ().