Search found 2 matches

by zoo
Mon Nov 27, 2006 8:29 am
Forum: VARs (Vector Autoregression Models)
Topic: VAR's under Regime Shifts
Replies: 2
Views: 11254

for a linear shift if you use cats in rats you can adding two lines such as:

set D85 78:6 85:03 = 0
set D85 85:03 96:06 = 1

where the dummy D85 lies in the cointegration space.
by zoo
Mon Nov 27, 2006 8:23 am
Forum: General Econometrics
Topic: PCA
Replies: 6
Views: 18459

PCA

I am having a look to the routines for principal component analysis and factor analysis.

The output contain eigenvalues and eigenvectors. I have seen a paper which shows "factor loadings" instead. What are these "factor loadings"?