Nowcasting from disaggregates in the face of location shifts
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Publication:3065504
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Cites work
- Automatic selection of indicators in a fully saturated regression
- Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate
- Estimating and Testing Linear Models with Multiple Structural Changes
- Forecasting non-stationary economic time series. With a foreword by Katarina Juselius
- Forecasting with equilibrium-correction models during structural breaks
- Pooling of forecasts
- Robustifying forecasts from equilibrium-correction systems
- Tests for Parameter Instability and Structural Change With Unknown Change Point
- The Generalized Dynamic Factor Model
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