The three-pass regression filter: a new approach to forecasting using many predictors (Q494165): 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/10.1016/j.jeconom.2015.02.011 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3125950889 / rank | |||
Normal rank | |||
Revision as of 01:05, 20 March 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
