[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Factor models

From   kokootchke <>
To   statalist <>
Subject   st: Factor models
Date   Fri, 24 Jul 2009 19:47:31 -0400

Hi everyone.

I would like to know if anyone could provide some references to factor models (latent factor models, dynamic factor models, etc.). 

I am studying the effects of domestic macroeconomic variables vs. global economic conditions on bond spreads and I believe that I could use factor models to improve my analyses. 

I have never used these models before and have found some papers by Stock and Watson, Lippi et al., etc... which are useful... but I would like to read something a bit easier to get my feet wet, and then start building up from there. 

Thank you very much!

Best regards,

NEW mobile Hotmail. Optimized for YOUR phone.  Click here.
*   For searches and help try:

© Copyright 1996–2017 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index