Principal components in econometrics

DOI10.1080/03610928808829759zbMath0696.62253OpenAlexW2036347509MaRDI QIDQ3474033

E. H. Oksanen

Publication date: 1988

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928808829759

zbMATH Keywords

principal componentseconometricsPrincipal components regression

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Factor analysis and principal components; correspondence analysis (62H25)

Cites Work

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• On the concept of non-significant functions and its implications for regression analysis
• On a theorem stated by Eckart and Young
• The Singular-Value Decomposition as a Tool for Solving Estimability Problems
• Simultaneous Equations Estimation Based on Principal Components of Predetermined Variables
• Minimum Variance Properties of Principal Component Regression
• Component selection norms for principal components regression
• An Optimal Property of Principal Components in the Context of Restricted Least Squares
• Best Linear Index Numbers of Prices and Quantities
• Best Linear and Best Linear Unbiased Index Numbers

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