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Testing Cross-Cultural Measurement Invariance: LISREL Applications LISREL Applications

Thanh V. Tran

in Developing Cross Cultural Measurement

Published in print:
2009
Published Online:
May 2009
ISBN:
9780195325089
eISBN:
9780199864515
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780195325089.003.0007
Subject:
Social Work, Research and Evaluation

There has been a general consensus that multigroup (sample) confirmatory factor analysis offers a strong approach to evaluate cross-cultural equivalence of measurement properties. Researchers have ... More


Factor‐augmented Error Correction Models *

Anindya Banerjee and Massimiliano Marcellino

in The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry

Published in print:
2009
Published Online:
September 2009
ISBN:
9780199237197
eISBN:
9780191717314
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199237197.003.0009
Subject:
Economics and Finance, Econometrics

This chapter brings together several important strands of the econometrics literature: error-correction, cointegration, and dynamic factor models. It introduces the Factor-augmented Error Correction ... More


Forecasting in Dynamic Factor Models Subject to Structural Instability *

James H. Stock and Mark W. Watson

in The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry

Published in print:
2009
Published Online:
September 2009
ISBN:
9780199237197
eISBN:
9780191717314
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199237197.003.0007
Subject:
Economics and Finance, Econometrics

This chapter assesses forecasts constructed using dynamic factor models for their reliability in the face of structural breaks. Dynamic factor models have had notable empirical forecasting successes, ... More


Multi‐Factor Diffusion Models

Claus Munk

in Fixed Income Modelling

Published in print:
2011
Published Online:
September 2011
ISBN:
9780199575084
eISBN:
9780191728648
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199575084.003.0008
Subject:
Economics and Finance, Financial Economics

The one-factor models of the preceding chapter are not flexible enough to match all the shapes and movements of the yield curve seen in the data. Several empirical studies conclude that two or three ... More


Dynamic Stock Selection Strategies: A Structured Factor Model Framework *

Carlos M. Carvalho, Hedibert F. Lopes, and Omar Aguilar

in Bayesian Statistics 9

Published in print:
2011
Published Online:
January 2012
ISBN:
9780199694587
eISBN:
9780191731921
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199694587.003.0002
Subject:
Mathematics, Probability / Statistics

We propose a novel framework for estimating the time‐varying covariation among stocks. Our work is inspired by asset pricing theory and associated developments in Financial Index Models. We work with ... More


Applications to Financial Series

Christian Gouriéroux and Alain Monfort

in Simulation-based Econometric Methods

Published in print:
1997
Published Online:
November 2003
ISBN:
9780198774754
eISBN:
9780191596339
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198774753.003.0006
Subject:
Economics and Finance, Econometrics

Applications to estimation of Stochastic Differential Equations, Stochastic Volatility Models, and Factor Models are considered. The methods used are Indirect Inference, Simulated Moments (based on ... More


Asset Pricing in an International Setting

LEIGH A. RIDDICK

in International Finance: A Survey

Published in print:
2012
Published Online:
May 2013
ISBN:
9780199754656
eISBN:
9780199979462
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199754656.003.0014
Subject:
Economics and Finance, Financial Economics, International

Several factors complicate the tasks of valuing assets in a portfolio and measuring their risk-adjusted performance in an international setting. Chief among these are currency and inflation effects ... More


Particle Learning for Sequential Bayesian Computation *

Hedibert F. Lopes, Michael S. Johannes, Carlos M. Carvalho, and Nicholas G. Polson

in Bayesian Statistics 9

Published in print:
2011
Published Online:
January 2012
ISBN:
9780199694587
eISBN:
9780191731921
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199694587.003.0011
Subject:
Mathematics, Probability / Statistics

Particle learning provides a simulation‐based approach to sequential Bayesian computation. To sample from a posterior distribution of interest we use an essential state vector together with a ... More


Dynamic Factor Demand Models and Productivity Analysis

M. Ishaq Nadiri and Ingmar R. Prucha (eds)

in New Developments in Productivity Analysis

Published in print:
2001
Published Online:
February 2013
ISBN:
9780226360621
eISBN:
9780226360645
Item type:
chapter
Publisher:
University of Chicago Press
DOI:
10.7208/chicago/9780226360645.003.0004
Subject:
Economics and Finance, Econometrics

This chapter reviews developments in the econometric analysis of production, focusing on dynamic interrelated factor demand models. It examines models based on restrictive simplifying assumptions and ... More


Incomplete Markets

Tomas Björk

in Arbitrage Theory in Continuous Time

Published in print:
2004
Published Online:
October 2005
ISBN:
9780199271269
eISBN:
9780191602849
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0199271267.003.0015
Subject:
Economics and Finance, Financial Economics

This chapter examines derivative pricing in incomplete markets. It focuses on a particular type of incomplete market, namely a “factor model” — a market where there are some nontraded underlying ... More


Guidelines for Optimal and Enhanced Treatment

Larry E. Beutler, John F. Clarkin, and Bruce Bongar

in Guidelines for the Systematic Treatment of the Depressed Patient

Published in print:
2000
Published Online:
March 2012
ISBN:
9780195105308
eISBN:
9780199848522
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780195105308.003.0007
Subject:
Psychology, Clinical Psychology

Optimal and enhanced treatment attends to parameters that distinguish individual patients beyond the nature of the depression itself. They ... More


Requirements and Decisions for Implementing Exploratory Common Factor Analysis

Leandre R. Fabrigar and Duane T. Wegener

in Exploratory Factor Analysis

Published in print:
2011
Published Online:
March 2015
ISBN:
9780199734177
eISBN:
9780190255848
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:osobl/9780199734177.003.0003
Subject:
Psychology, Social Psychology

This chapter focuses on important requirements that must be satisfied and decisions that must be made in the actual implementation of an exploratory factor analysis (EFA) in research. More ... More


Multi-country, Multifactor Tests

Robert E. Baldwin

in The Development and Testing of Heckscher-Ohlin Trade Models: A Review

Published in print:
2008
Published Online:
August 2013
ISBN:
9780262026567
eISBN:
9780262267656
Item type:
chapter
Publisher:
The MIT Press
DOI:
10.7551/mitpress/9780262026567.003.0043
Subject:
Economics and Finance, Econometrics

This chapter examines test results from the Heckscher–Ohlin (HO) proposition in a multi-factor, multi-country framework that began with Maskus (1985) and Bowen, Leamer, and Sveikauskas (1987) and ... More


Hierarchical modelling in time series: the factor analytic approach

Gamerman Dani and Salazar Esther

in Bayesian Theory and Applications

Published in print:
2013
Published Online:
May 2013
ISBN:
9780199695607
eISBN:
9780191744167
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199695607.003.0009
Subject:
Mathematics, Probability / Statistics

This chapter addresses the issue of combining information from a possibly large time series with a factor analytic approach. Each combination of a time series and a factor gives rise to a weight or ... More


The Multi-factor Model of Copularization

REGINA PUSTET

in Copulas: Universals in the Categorization of the Lexicon

Published in print:
2003
Published Online:
January 2010
ISBN:
9780199258505
eISBN:
9780191717727
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199258505.003.0004
Subject:
Linguistics, Semantics and Pragmatics, Syntax and Morphology

This chapter explains the existence of counter-examples to the overall statistical correlations which decrease the predictive power of the four semantic parameters dynamicity, transience, ... More


The Development of Heckscher-Ohlin Trade Models

Robert E. Baldwin

in The Development and Testing of Heckscher-Ohlin Trade Models: A Review

Published in print:
2008
Published Online:
August 2013
ISBN:
9780262026567
eISBN:
9780262267656
Item type:
chapter
Publisher:
The MIT Press
DOI:
10.7551/mitpress/9780262026567.003.0012
Subject:
Economics and Finance, Econometrics

This chapter surveys the development of the Heckscher–Ohlin (HO) trade theory. It discusses trade theory in the 1930s; the Heckscher–Ohlin–Samuelson (HOS) model; the Heckscher–Ohlin–Vanek (HOV) ... More


Does Psychopathy Appear Fully Only in Adulthood?

Raymond R. Corrado

in The Future of Criminology

Published in print:
2012
Published Online:
September 2012
ISBN:
9780199917938
eISBN:
9780199950430
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199917938.003.0018
Subject:
Law, Criminal Law and Criminology

This chapter examines psychopathy as a key correlate of serious delinquency and violence. It summarizes the considerable and varied debate on how to best measure psychopathy and compares different ... More


Measuring and Managing Market Risk

Christoph Kaserer

in Portfolio Theory and Management

Published in print:
2013
Published Online:
May 2013
ISBN:
9780199829699
eISBN:
9780199979790
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199829699.003.0015
Subject:
Economics and Finance, Financial Economics

Market risk, which is caused by fluctuating market prices, is an extremely important risk not only for all institutional investors but also for large corporations and wealthy individuals. Therefore, ... More


Portfolio Pricing Methods

Patrick L. Anderson

in The Economics of Business Valuation: Towards a Value Functional Approach

Published in print:
2013
Published Online:
September 2013
ISBN:
9780804758307
eISBN:
9780804783224
Item type:
chapter
Publisher:
Stanford University Press
DOI:
10.11126/stanford/9780804758307.003.0011
Subject:
Economics and Finance, Financial Economics

The idea of business investments assembled as part of an investment portfolio is a powerful one with ramifications that extend to the pricing of individual investments. The author describes the ... More


Evolutionary Perspectives on the Five-Factor Model of Personality

Daniel Nettle

in The Evolution of Personality and Individual Differences

Published in print:
2010
Published Online:
May 2011
ISBN:
9780195372090
eISBN:
9780199893485
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780195372090.003.0001
Subject:
Psychology, Evolutionary Psychology, Social Psychology

This chapter discusses how we might affect the marriage—or at least the courtship—of Darwinian theory with an existing empirical framework, namely the five-factor model (FFM) in personality research. ... More


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