Forecasting Using Principal Components From a Large Number of Predictors (Q4468514)
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scientific article; zbMATH DE number 2073207
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| English | Forecasting Using Principal Components From a Large Number of Predictors |
scientific article; zbMATH DE number 2073207 |
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Forecasting Using Principal Components From a Large Number of Predictors (English)
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10 June 2004
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factor models
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principal components
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prediction
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0.8538050055503845
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0.8519588112831116
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0.8499730825424194
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0.8295604586601257
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0.8182910680770874
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