Forecasting key macroeconomic variables from a large number of predictors: a state space approach (Q3065521): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1986861651 / rank | |||
Normal rank |
Revision as of 19:46, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Forecasting key macroeconomic variables from a large number of predictors: a state space approach |
scientific article |
Statements
Forecasting key macroeconomic variables from a large number of predictors: a state space approach (English)
0 references
6 January 2011
0 references
dynamic factor model
0 references
forecasting
0 references
state space model
0 references
AR models
0 references