Factor model
Short-term forecasts of French GDP: A dynamic factor model with targeted predictors
... the model to predict acceleration or deceleration of ...the factor model with our pre-selection procedure is compared to four benchmark ...ahead model iterated forward for the desired number ...
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Different factorisation approaches of the Delis-Kaplan Executive System Battery converge towards a bi-factor model
... Different factorisation approaches of the Delis-Kaplan Executive System Battery converge towards a bi-factor model Camilleri J., Weis S., Chen J., Sotiras A., Eickhoff S.B., Genon S. Executive functions ...
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Quantitative characterization of tissue microstructure in concentrated cell pellet biophantoms based on the structure factor model
... scattering model chosen must also be ...structure factor model (SFM) to take into account coherent scattering from dense concentration of ...concentrated model (SFM) to estimate QUS parameters ...
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Short-term forecasts of French GDP: A dynamic factor model with targeted predictors
... dynamic factor model (VAR), that is, on the past values of the indicators (factors are constructed as linear combinations of the variables belonging to the ...
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High Frequency Quantitative Ultrasound Spectroscopy of Excised Canine Livers and Mouse Tumors using the Structure Factor Model
... Gaussian Model (SGM) and the Fluid Sphere Model (FSM) that were examined are suitable for dealing with sparse media, whereas the Structure Factor Model (SFM) is adapted for characterizing ...
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Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model
... Dynamic Factor Model (MS-DFM) by incorporating two new features: switches in volatility and time-variation in trend GDP ...our model, the US economy is now back to a low-volatility environment after ...
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Structure factor model for understanding the measured backscatter coefficients from concentrated cell pellet biophantoms
... Sphere Model (FFSM), the Particle Model (PM) and the Structure Factor Model (SFM), were compared for modeling the scattering from an ensemble of concentrated ...
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The capital asset pricing model and the three factor model of Fama and French revisited in the case of France
... pricing model and the three factor model of Fama and French (1993) in France for a quarter of a century ...three factor model to the French market for a long ...three factor ...
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Dynamic factor model with non-linearities : application to the business cycle analysis
... Dynamic Factor model (DI-MS-FM), which allows to capture the changes in this ...influence model from computer science and the classical Markov-Switching model, the DI-MS-FM produces a wide ...
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EFFICIENT VOLATILITY ESTIMATION IN A TWO-FACTOR MODEL
... TWO-FACTOR MODEL OLIVIER FÉRON, PIERRE GRUET, AND MARC HOFFMANN ...diffusion model with stochastic ...first factor is left totally unspecified while the volatility of the second factor ...
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Efficient volatility estimation in a two-factor model
... to model the electricity forward curve, giving constraints in the volatility terms to ensure no ...one-factor model is designed for each maturity date, having correlations between the Brownian ...
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Another look into the factor model black box: factor interpretation and structural (in)stability
... macroeconomic factor model, since it precisely considers groups of highly correlated variables (economic activity variables, prices, interest rates, ...
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A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure
... The next four parameter estimates form the real index factor. The rst three variables underlying the real index series all have a positive impact. The impact of retail sales changes on the short rate appears not ...
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A Semi-Parametric Factor Model for Interest Rates
... APT model involves a large number of parameters, and many moment conditions must be imposed to achieve identi ...prediction model for the interest ...a factor term structure ...
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Review, computation and application of the Additive Factor Model (AFM)
... 3. Unidimensionality: Attributes of the models are one dimensional; an examinee has the same proficiency on each item, and an item has the same difficulty for each learner. Local independence is a strong assumption. ...
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Dynamic Factor Models
... dynamic factor models (DFMs) to macroeconomic data, by Sargent and Sims (1977) and Stock and Wat- son (1989, 1991, 1993), suggested that a few latent factors can account for much of the dynamic behavior of major ...
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Factor Analysis of a Large DSGE Model
... structural factor analysis. Factor Augmented Vector Autoregressions (FAVAR) introduced by Bernanke et ...structural factor model approach has been used to analyze the transmission of the ...
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Improvement of calculations of the total characterization factor in the Usetox Model including a regional approach
... LCIA model with geographic separation parameter. The model is widely used by researches (Ortiz de García, García-Encina, & Irusta-Mata, 2017; Peña, Antón, Kamilaris, & Fantke, 2018; Rosenbaum et ...
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Analytic pion form factor
... form factor and two-pion production in electron-positron collisions are simultaneously fitted by a vector dominance model evolving to perturbative QCD at large momentum ...This model was previously ...
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The Transcription Factor Encyclopedia.
... While the term wiki has become loosely applied over the years, in reality the term refers to a specific class of software that allows shared development of a document. However, in its most basic sense the term is ...
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