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scientific article; zbMATH DE number 7307120
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scientific article; zbMATH DE number 7307120

    Statements

    author
    Antonello D'Agostino
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    Domenico Giannone
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    publication date
    6 February 2021
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    Mathematics Subject Classification ID
    62P20
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    62M10
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    62M20
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    62H25
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    62D20
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    zbMATH DE Number
    7307120
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    zbMATH Keywords
    factor models
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    forecasting
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    large cross-section
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