Impact of Factor Rotation Methods on Simulation Composite Indicators

References

• Aivazian , S.A. and Mchitarian , B.S. 1998 . Applied Statistics and Base of Economoetrics , Moscow : State University Higher School of Economics .
   Google Scholar
• Armah N.A.C. and Swanson N.R. Seeing inside the black box: Using diffusion index methodology to construct factor proxies in large scale macroeconomic time series environments . FRB of Philadelphia Working Paper , 08-25 , 2008 .
   Google Scholar
• Bai J. and Ng S. Evaluating latent and observed factors in macroeconomics and finance . Journal of Econometrics , 131 : 507 – 537 , 2006 . doi: 10.1016/j.jeconom.2005.01.015 .
   Web of Science ®Google Scholar
• Bandura R. A survey of composite indices measuring country performance: 2008 update . A UNDP/ODS Working Paper , 2008 .
   Google Scholar
• Costello , A.B. and Osborne , J.W. 2005 . Best practices in exploratory factor analysis: Four recommendations for getting the most from your analysis . Practical Assessment Research & Evaluation , 10 : 1 – 9 .
   Google Scholar
• Crosilla , L. , Leproux , S. , Malgarini , M. and Spinelli , F. 2009 . Factor based composite indicators for the italian economy . ISAE Working Papers , 116 : 1 – 38 .
   Google Scholar
• Everhart , S. and Duval-Hernandez , R. 2000 . Leading indicator project. Lithuania . The World Bank Policy Research Working Papers , 2365 : 1 – 22 .
   Google Scholar
• Hendrickson , A.E. and White , P.O. 1964 . Promax: a quick method for rotation to oblique simple structure . British Journal of Statistical Psychology , 17 : 65 – 70 .
   Web of Science ®Google Scholar
• Kaiser , R. and Maravall , A. 2000 . An application of TRAMO-SEATS: Changes in seasonality and current trend-cycle assessment: The german retail trade turnover series . Banco de Espana Working Paper , 0011 : 1 – 36 .
   Google Scholar
• Kim , J.O. , Mueller , C.W. , Klecka , W.R. , Aldenderfer , M.C. and Bleshfield , R.K. 1989 . Factor, Discriminant and Claster Analysis , Moscow : Finance and Statistics .
   Google Scholar
• MacCallum R.C. , Widaman K.F. , Zhang S. and Hong S. Sample size in factor analysis . Psychological Methods , 4 : 84 – 99 , 1999. doi: 10.1037/1082-989X.4.1.84 .
   Google Scholar
• Nardo , M. , Saisana , M. , Saltelli , A. and Tarantola , S. 2005 . Tools for composite indicators building . European Communities , EUR 21682 : 1 – 134 .
   Google Scholar
• Nicoletti G. , Scarpetta S. and Boylaud O. Summary indicators of product market regulation with an extension to employment protection legislation. OECD , Working Papers , 226 : 1 – 87 , 2000 . doi: 10.1787/215182844604 .
   Google Scholar
• Saisana , M. and Saltelli , A. 2008 . Expert panel opinion and global sensitivity, computational methods in transport: Verification and validation . Springer, Berlin Heidelberg , 62 : 251 – 275 .
   Google Scholar
• Snieška , V. and Bruneckienė , J. 2009 . Measurement of lithuanian regions by regional competitiveness index . Engineering Economics , 1 ( 61 ) : 45 – 57 .
   Google Scholar
• Stiglitz J.E. Sen A. and Fitoussi J.P. Report by the commission on the measurement of economic performance and social progress , 2009 . Available from Internet: http://www.stiglitz-sen-fitoussi.fr/en/index.htm .
   Google Scholar
• Thurston L.L. Multiple-factor analysis . Univ. of Chicago Press , pp. 1 – 22 , 1947 .
   Google Scholar
• Žičkienė , S. 2004 . Sustainable development of Lithuania: Tentative evaluation. Environmental Research . Engineering and Management , 1 ( 27 ) : 15 – 20 .
   Google Scholar
• Statistics Canada . Available from Internet: www.statcan.gc.ca .
   Google Scholar
• Statistics Lithuania . Available from Internet: www.stat.gov.lt .
   Google Scholar
• Statistical survey on goods transport by road . Institute of Mathematics and Informatics , 2001 . Available from Internet: www.stat.gov.lt .
   Google Scholar