Variable selection, estimation and inference for multi-period forecasting problems (Q738005)
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scientific article; zbMATH DE number 6616662
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| English | Variable selection, estimation and inference for multi-period forecasting problems |
scientific article; zbMATH DE number 6616662 |
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Variable selection, estimation and inference for multi-period forecasting problems (English)
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12 August 2016
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direct forecasts
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iterated forecasts
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factor- augmented VARs
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SURE estimation
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Akaike information criterion
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0.8007504343986511
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0.7770121097564697
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0.7652120590209961
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0.7580652236938477
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0.7466248273849487
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