Forecasting with nonstationary dynamic factor models (Q2439045)

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Forecasting with nonstationary dynamic factor models
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    Statements

    title
    Forecasting with nonstationary dynamic factor models (English)
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    author
    Daniel Peña
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    Pilar Poncela
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    publication date
    7 March 2014
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    zbMATH Keywords
    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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    Identifiers

    Mathematics Subject Classification ID
    91B84
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    62M20
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    62M10
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    zbMATH DE Number
    6266294
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