GDP nowcasting with ragged-edge data: a semi-parametric modeling
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Publication:3065503
DOI10.1002/FOR.1159zbMATH Open1205.91127OpenAlexW2172122331MaRDI QIDQ3065503FDOQ3065503
Authors: Laurent Ferrara, Dominique Guegan, Patrick Rakotomarolahy 
Publication date: 6 January 2011
Published in: Journal of Forecasting (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/for.1159
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Cites Work
- Are more data always better for factor analysis?
- OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS
- A two-step estimator for large approximate dynamic factor models based on Kalman filtering
- Title not available (Why is that?)
- Title not available (Why is that?)
- NEAREST‐NEIGHBOUR METHODS FOR TIME SERIES ANALYSIS
Cited In (6)
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- Asymptotic behavior of encompassing test for independent processes: case of linear and nearest neighbor regressions
- Nowcasting real GDP for Saudi Arabia
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