The three-pass regression filter: a new approach to forecasting using many predictors (Q494165): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 06:10, 30 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The three-pass regression filter: a new approach to forecasting using many predictors |
scientific article |
Statements
The three-pass regression filter: a new approach to forecasting using many predictors (English)
0 references
31 August 2015
0 references
forecast
0 references
factor model
0 references
principal components
0 references
constrained least squares
0 references
partial least squares
0 references