Forecasting with nonstationary dynamic factor models (Q2439045)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting with nonstationary dynamic factor models |
scientific article |
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Forecasting with nonstationary dynamic factor models (English)
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7 March 2014
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cointegration
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common factors
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pooled forecasts
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prediction
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vector time series
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