Nonlinear Forecasting Using Factor‐Augmented Models
From MaRDI portal
Recommendations
- Forecasting with nonstationary dynamic factor models
- Forecasting with factor-augmented regression: a frequentist model averaging approach
- Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients
- Factor-augmented forecasting regressions with threshold effects
- Forecasting with a noncausal VAR model
- A wavelet approach for factor-augmented forecasting
- Forecast uncertainty reduction in nonlinear models
- Forecasting nonlinear time series with a hybrid methodology
Cited in
(11)- Real-time factor model forecasting and the effects of instability
- Estimating and forecasting dynamic correlation matrices: a nonlinear common factor approach
- Forecasting by factors, by variables, by both or neither?
- A wavelet approach for factor-augmented forecasting
- Forecast uncertainty reduction in nonlinear models
- Forecasting the U.S. Unemployment Rate
- scientific article; zbMATH DE number 1281939 (Why is no real title available?)
- Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients
- Using large data sets to forecast sectoral employment
- Sufficient forecasting using factor models
- Factor-based forecasting in the presence of outliers: are factors better selected and estimated by the median than by the mean?
This page was built for publication: Nonlinear Forecasting Using Factor‐Augmented Models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4687303)
