• Graduate program
    • Why Tinbergen Institute?
    • Program Structure
    • Courses
    • Course Registration
    • Facilities
    • Admissions
    • Recent PhD Placements
  • Research
  • News
  • Events
    • Summer School
      • Summer School
      • Behavioral Macro and Complexity
      • Climate Change
      • Econometrics and Data Science Methods for Business, Economics and Finance
    • Events Calendar
    • Tinbergen Institute Lectures
    • Annual Tinbergen Institute Conference
    • Events Archive
  • Alumni
  • Times

05-083/2 - Level-Slope-Curvature - Fact or Artefact?


  • Authors
    Roger Lord, Erasmus Universiteit Rotterdam, and Rabobank International, Utrecht.; Antoon Pelsser, Erasmus Universiteit Rotterdam, and ING Group, Amsterdam.
  • Publication date
    September 8, 2005
  • Keywords
    Principal components analysis; correlation matrix; total positivity; oscillation matrix; Schoenmakers-Coffey matrix
  • JEL
    C50; C60; G10