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An heuristic scree plot criterion for the number of factors

Statistical papers (Berlin, Germany), 2024-08, Vol.65 (6), p.3991-4000

2024

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A criterion for the number of factors

Communications in statistics. Theory and methods, 2021-08, Vol.50 (18), p.4293-4299

2021

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On Dynamic Selection of Households for Direct Marketing Based on Markov Chain Models with Memory

Marketing letters, 2007-06, Vol.18 (1/2), p.73-84

Otter, Pieter W.

2007

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Information, data dimension and factor structure

Journal of multivariate analysis, 2012-04, Vol.106, p.80-91

2012

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Determining the Number of Factors and Lag Order in Dynamic Factor Models: A Minimum Entropy Approach

Econometric reviews, 2008-07, Vol.27 (4-6), p.385-397

2008

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Canonical Correlation Analysis and Wiener-Granger Causality Tests: Useful Tools for the Specification of VAR Models

Marketing letters, 2002-02, Vol.13 (1), p.53-66

2002

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Canonical Correlation in Multivariate Time Series Analysis With an Application to One-Year-Ahead and Multiyear-Ahead Macroeconomic Forecasting

Journal of business & economic statistics, 1990-10, Vol.8 (4), p.453-457

Otter, Pieter W.

1990

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On model reduction and multiperiod ahead prediction in vector autoregressive models

Economic modelling, 1995-10, Vol.12 (4), p.339-341

Otter, Pieter W.

1995

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On Wiener-Granger causality, information and canonical correlation

Economics letters, 1991-01, Vol.35 (2), p.187-191

Otter, Pieter W.

1991

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Dynamic structural systems under indirect observation: identifiability and estimation aspects from a system theoretic perspective

Psychometrika, 1986-09, Vol.51 (3), p.415-428

OTTER, P. W

1986

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[Comments on "Canonical Correlation in Multivariate Time Series Analysis with an Application to One-Year-Ahead and Multiyear-Ahead Macroeconomic Forecasting," by P. W. Otter]: Reply

Journal of business & economic statistics, 1992-10, Vol.10 (4), p.471

Otter, Pieter W.

1992

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Reply

Journal of business & economic statistics, 1992-10, Vol.10 (4), p.471-472

Otter, Pieter W.

1992

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Reply

Journal of business & economic statistics, 1992-10, Vol.10 (4), p.471-472

Otter, Pieter W.

1992

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Reply

Journal of business & economic statistics, 1992-10, Vol.10 (4), p.471-471

Otter, Pieter W

1992

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Reply

Journal of business & economic statistics, 1992-10, Vol.10 (4), p.471

Otter, Pieter W

1992

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[Comments on "Canonical Correlation in Multivariate Time Series Analysis with an Application to One-Year-Ahead and Multiyear-Ahead Macroeconomic Forecasting," by P. W. Otter]: Reply

Journal of business & economic statistics, 1992-10, Vol.10 (4), p.471-472

Otter, Pieter W.

1992

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State-Space and Distributed Lag Modelling of Dynamic Economic Processes Based on Singular Value Decompositions (With an Application to the Dutch Economy)

Annales d'économie et de statistique, 1987-04 (6/7), p.253-277

1987

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Canonical Correlation in Multivariate Time Series Analysis with an Application to One-Year-Ahead and Multiyear-Ahead Macroeconomic Forecasting

Journal of business & economic statistics, 1990-10, Vol.8 (4), p.453

Otter, Pieter W.

1990

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STRUCTURAL, DYNAMIC MODELLING IN UNOBSERVABLE SPACES OF COVARIANCE-STATIONARY STOCHASTIC PROCESSES

Journal of time series analysis, 1988-01, Vol.9 (1), p.59-72

Otter, Pieter W.

1988

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The discrete Kalman filter applied to linear regression models: statistical considerations and an application

Statistica Neerlandica, 1984-03, Vol.32 (1), p.41-56

Otter, Pieter W.

1984

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The discrete Kalman filter applied to linear regression models: statistical considerations and an application

Statistica Neerlandica, 1978-03, Vol.32 (1), p.41-56

Otter, Pieter W.

1978

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Identification and estimation of discrete state-vector models with stochastic inputs

Automatica (Oxford), 1981-01, Vol.17 (2), p.389-391

Otter, Pieter W.

1981

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Dynamic Structural Systems Under Indirect Observation: Identifiability and Estimation Aspects from a System Theoretic Perspective

Psychometrika, 1986, Vol.51 (3), p.415

Otter, Pieter W

1986

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State-Space and Distributed Lag Modelling of Dynamic Economic Processes Based on Singular Value: Decompositions with an Application to the Dutch Economy

Annales d'économie et de statistique, 1987-04, p.253

1987

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Dynamic modelling

Annales d'économie et de statistique, 1987-04, Vol.6-7, p.1-459

1987

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An heuristic scree plot criterion for the number of factors

A criterion for the number of factors

On Dynamic Selection of Households for Direct Marketing Based on Markov Chain Models with Memory

Information, data dimension and factor structure

Determining the Number of Factors and Lag Order in Dynamic Factor Models: A Minimum Entropy Approach

Canonical Correlation Analysis and Wiener-Granger Causality Tests: Useful Tools for the Specification of VAR Models

Canonical Correlation in Multivariate Time Series Analysis With an Application to One-Year-Ahead and Multiyear-Ahead Macroeconomic Forecasting

On model reduction and multiperiod ahead prediction in vector autoregressive models

On Wiener-Granger causality, information and canonical correlation

Dynamic structural systems under indirect observation: identifiability and estimation aspects from a system theoretic perspective

[Comments on "Canonical Correlation in Multivariate Time Series Analysis with an Application to One-Year-Ahead and Multiyear-Ahead Macroeconomic Forecasting," by P. W. Otter]: Reply

Reply

Reply

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[Comments on "Canonical Correlation in Multivariate Time Series Analysis with an Application to One-Year-Ahead and Multiyear-Ahead Macroeconomic Forecasting," by P. W. Otter]: Reply

State-Space and Distributed Lag Modelling of Dynamic Economic Processes Based on Singular Value Decompositions (With an Application to the Dutch Economy)

Canonical Correlation in Multivariate Time Series Analysis with an Application to One-Year-Ahead and Multiyear-Ahead Macroeconomic Forecasting

STRUCTURAL, DYNAMIC MODELLING IN UNOBSERVABLE SPACES OF COVARIANCE-STATIONARY STOCHASTIC PROCESSES

The discrete Kalman filter applied to linear regression models: statistical considerations and an application

The discrete Kalman filter applied to linear regression models: statistical considerations and an application

Identification and estimation of discrete state-vector models with stochastic inputs

Dynamic Structural Systems Under Indirect Observation: Identifiability and Estimation Aspects from a System Theoretic Perspective

State-Space and Distributed Lag Modelling of Dynamic Economic Processes Based on Singular Value: Decompositions with an Application to the Dutch Economy

Dynamic modelling

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