Forecast comparison of principal component regression and principal covariate regression (Q1019994): Difference between revisions

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Forecast comparison of principal component regression and principal covariate regression
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    Forecast comparison of principal component regression and principal covariate regression (English)
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    29 May 2009
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    principal components
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    principal covariates
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    regression model
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    factor model
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    macroeconomic forecasting
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