Nonlinear Forecasting Using Factor‐Augmented Models (Q4687303)
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scientific article; zbMATH DE number 6951818
Language | Label | Description | Also known as |
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English | Nonlinear Forecasting Using Factor‐Augmented Models |
scientific article; zbMATH DE number 6951818 |
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Nonlinear Forecasting Using Factor‐Augmented Models (English)
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11 October 2018
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nonlinear estimation methods
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out-of-sample forecasting accuracy
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covariates
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forecasting regression
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