A time-varying diffusion index forecasting model (Q2208686)
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scientific article; zbMATH DE number 7269454
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| English | A time-varying diffusion index forecasting model |
scientific article; zbMATH DE number 7269454 |
Statements
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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0.90218353
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0.8680917
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0.8676449
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0.86049247
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0.84666246
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0.84364045
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