This article proposes an imputation procedure that uses the factors estimated from a tall block along with re-rotated loadings wide to impute missing values in panel of data. Assuming strong factor structure holds for full data and its sub-blocks, it is shown common component can be consistently at four different rates convergence without requiring regularization or iteration. An asymptotic ana...

Abstract For large multivariate models of generalized autoregressive conditional heteroskedasticity (GARCH), it is important to reduce the number parameters cope with ‘curse dimensionality’. Recently, Laurent, Rombouts and Violante (2014 “Multivariate Rotated ARCH Models” Journal Econometrics 179 : 16–30) developed rotated GARCH model, which focuses on for standardized variables. This paper ext...

Using the concept of steerable filters, it is possible to represent the rotation of a known template – and thus arbitrary orientations of lines or edges – as a linear combination of a fixed number of base filters, thus allowing a computationally efficient detection of 1D structures. In spite of their usefulness in many image processing areas, such structures exhibit one important drawback: Due ...

This study finds a common statistical pattern in all major quantitative studies of cultural differences, and discusses theories that explain this pattern. 92 variables from 33 published cross-cultural including 125 countries are analyzed with an advanced factor analysis method. The confirms previous findings two factors can account for large part the variation variables. While many previously r...