Long-term forecasting of El Niño events via dynamic factor simulations (Q2280599): Difference between revisions

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Property / DOI: 10.1016/j.jeconom.2019.05.004 / rank
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Latest revision as of 19:28, 17 December 2024

scientific article
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Long-term forecasting of El Niño events via dynamic factor simulations
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    Long-term forecasting of El Niño events via dynamic factor simulations (English)
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    19 December 2019
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    climate econometrics
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    dynamic models
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    Kalman filter
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    simulation smoothing
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    factor models
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    unobserved components
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    long-term forecast
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    multivariate time series
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