Nonlinear Forecasting Using Factor‐Augmented Models (Q4687303)

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scientific article; zbMATH DE number 6951818
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Nonlinear Forecasting Using Factor‐Augmented Models
scientific article; zbMATH DE number 6951818

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    Nonlinear Forecasting Using Factor‐Augmented Models (English)
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    11 October 2018
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    nonlinear estimation methods
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    out-of-sample forecasting accuracy
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    covariates
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    forecasting regression
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