Forecasting key macroeconomic variables from a large number of predictors: a state space approach (Q3065521)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting key macroeconomic variables from a large number of predictors: a state space approach |
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Forecasting key macroeconomic variables from a large number of predictors: a state space approach (English)
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6 January 2011
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dynamic factor model
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forecasting
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state space model
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AR models
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