Prediction of singular VARs and an application to generalized dynamic factor models (Q4997699)
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scientific article; zbMATH DE number 7364935
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| English | Prediction of singular VARs and an application to generalized dynamic factor models |
scientific article; zbMATH DE number 7364935 |
Statements
Prediction of Singular VARs and an Application to Generalized Dynamic Factor Models (English)
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30 June 2021
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dynamic factor model
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forecasting
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regularization
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vector autoregressive (VAR) processes
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0.7819458246231079
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0.7724789977073669
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0.758319079875946
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0.7540985345840454
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0.740691602230072
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