Forecasting using targeted diffusion indexes
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Publication:3065519
DOI10.1002/FOR.1132zbMath1204.91088OpenAlexW2001653031MaRDI QIDQ3065519
Maximiano Pinheiro, Francisco J. O. Dias, António Rua
Publication date: 6 January 2011
Published in: Journal of Forecasting (Search for Journal in Brave)
Full work available at URL: https://www.bportugal.pt/sites/default/files/anexos/papers/wp200807.pdf
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Cites Work
- Are more data always better for factor analysis?
- Forecasting economic time series using targeted predictors
- Forecasting using a large number of predictors: is Bayesian shrinkage a valid alternative to principal components?
- Forecasting Using Principal Components From a Large Number of Predictors
- Determining the Number of Factors in Approximate Factor Models
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