Forecasting a Nonstationary Time Series Using a Mixture of Stationary and Nonstationary Factors as Predictors (Q6150354)
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scientific article; zbMATH DE number 7813833
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting a Nonstationary Time Series Using a Mixture of Stationary and Nonstationary Factors as Predictors |
scientific article; zbMATH DE number 7813833 |
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Forecasting a Nonstationary Time Series Using a Mixture of Stationary and Nonstationary Factors as Predictors (English)
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6 March 2024
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factor augmented regression
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generated factors
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gross domestic product
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high dimensional data
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industrial production
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panel data
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