A predictive approach for selection of diffusion index models (Q5080438)
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scientific article; zbMATH DE number 7534605
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A predictive approach for selection of diffusion index models |
scientific article; zbMATH DE number 7534605 |
Statements
A Predictive Approach for Selection of Diffusion Index Models (English)
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31 May 2022
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approximate factor model
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common factor
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generated regressor
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panel data
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predictive measure
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0.7727305293083191
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0.7563663125038147
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0.7481977343559265
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0.7480228543281555
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