Search found 3 matches
- Thu Oct 22, 2020 7:51 am
- Forum: Estimation
- Topic: Historical Decomp of PCA
- Replies: 2
- Views: 6837
Re: Historical Decomp of PCA
Hi - sorry to psot again but has nayone any idea even a related literature that could help me with this request?
- Thu Sep 03, 2020 2:30 am
- Forum: Estimation
- Topic: Historical Decomp of PCA
- Replies: 2
- Views: 6837
Re: Historical Decomp of PCA
Anyone any ideas? I would be very grateful 
- Tue Sep 01, 2020 4:18 am
- Forum: Estimation
- Topic: Historical Decomp of PCA
- Replies: 2
- Views: 6837
Historical Decomp of PCA
Hello!I have cretaed an economic activity index using a numbe rof monthly indicators through a PCA. I was hoping to explain the factors which drive movements in the indicator using a historical decomposition (not a historical decomposition in terms of structural shocks but instead the contributions ...
