Nonlinear Forecasting Using Factor‐Augmented Models
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Publication:4687303
DOI10.1002/for.1248zbMath1397.60074OpenAlexW1938152494MaRDI QIDQ4687303
Publication date: 11 October 2018
Published in: Journal of Forecasting (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/for.1248
Applications of statistics to economics (62P20) Factor analysis and principal components; correspondence analysis (62H25) Macroeconomic theory (monetary models, models of taxation) (91B64) Prediction theory (aspects of stochastic processes) (60G25)