Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients (Q5111851): Difference between revisions

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Latest revision as of 19:34, 22 July 2024

scientific article; zbMATH DE number 7205127
Language Label Description Also known as
English
Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients
scientific article; zbMATH DE number 7205127

    Statements

    Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients (English)
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    27 May 2020
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    bootstrap procedure
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    factor models
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    functional-coefficient models
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    local linear smoothing
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    nonlinear forecast
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    PCA
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    vector auto-regression.
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