Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Large Scale Macroeconomic Time Series Environments (Q3063856)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Large Scale Macroeconomic Time Series Environments |
scientific article |
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Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Large Scale Macroeconomic Time Series Environments (English)
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15 December 2010
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diffusion index
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factor
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forecast
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macroeconometrics
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parameter estimation error
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proxy
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