Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients (Q5111851)
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scientific article; zbMATH DE number 7205127
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| English | Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients |
scientific article; zbMATH DE number 7205127 |
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Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients (English)
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27 May 2020
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bootstrap procedure
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factor models
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functional-coefficient models
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local linear smoothing
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nonlinear forecast
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PCA
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vector auto-regression.
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0.8910432
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0.8903886
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0.88795495
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0.8877187
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0.8851029
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0.8847296
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0.8832909
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0.8816934
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