Variable selection, estimation and inference for multi-period forecasting problems (Q738005)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variable selection, estimation and inference for multi-period forecasting problems |
scientific article |
Statements
Variable selection, estimation and inference for multi-period forecasting problems (English)
0 references
12 August 2016
0 references
direct forecasts
0 references
iterated forecasts
0 references
factor- augmented VARs
0 references
SURE estimation
0 references
Akaike information criterion
0 references
0 references
0 references
0 references
0 references
