Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients (Q5111851): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1111/jtsa.12511 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2990965122 / rank | |||
Normal rank |
Revision as of 23:59, 19 March 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)
0 references
27 May 2020
0 references
bootstrap procedure
0 references
factor models
0 references
functional-coefficient models
0 references
local linear smoothing
0 references
nonlinear forecast
0 references
PCA
0 references
vector auto-regression.
0 references