The three-pass regression filter: a new approach to forecasting using many predictors (Q494165)
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scientific article; zbMATH DE number 6477029
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| English | The three-pass regression filter: a new approach to forecasting using many predictors |
scientific article; zbMATH DE number 6477029 |
Statements
The three-pass regression filter: a new approach to forecasting using many predictors (English)
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31 August 2015
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forecast
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factor model
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principal components
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constrained least squares
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partial least squares
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0.8053489327430725
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0.78358393907547
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0.7683620452880859
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0.7660857439041138
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0.7552402019500732
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