Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients (Q5111851)
From MaRDI portal
scientific article; zbMATH DE number 7205127
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients |
scientific article; zbMATH DE number 7205127 |
Statements
Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients (English)
0 references
27 May 2020
0 references
bootstrap procedure
0 references
factor models
0 references
functional-coefficient models
0 references
local linear smoothing
0 references
nonlinear forecast
0 references
PCA
0 references
vector auto-regression.
0 references
