Factor-augmented forecasting regressions with threshold effects (Q5083302)
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scientific article; zbMATH DE number 7546423
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| English | Factor-augmented forecasting regressions with threshold effects |
scientific article; zbMATH DE number 7546423 |
Statements
Factor-augmented forecasting regressions with threshold effects (English)
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22 June 2022
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factor-augmented regression
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forecasting error
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likelihood ratio statistic
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threshold parameter
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