A time-varying diffusion index forecasting model (Q2208686)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A time-varying diffusion index forecasting model |
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A time-varying diffusion index forecasting model (English)
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3 November 2020
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diffusion index
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factor model
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local principal component analysis (PCA)
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time-varying parameter
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