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