Browsing by Subject "Factor Analysis"

Now showing items 1-2 of 2

    • Essays on macroeconomics and forecasting 
      Liu, Dandan (Texas A&M University, 2006-10-30)
      This dissertation consists of three essays. Chapter II uses the method of structural factor analysis to study the effects of monetary policy on key macroeconomic variables in a data rich environment. I propose two structural ...
    • Three Essays on Semiparametric Econometrics: Theory and Application 
      Li, Hongjun (2014-04-25)
      This dissertation aims at investigating the theory and application of semiparametric econometrics. I first inspect the selection of optimal bandwidth using the cross-validation method for the kernel estimation of cumulative ...