sufficientForecasting

MaRDI QIDQ75243CRANFDO

Authors Jing Fu, Lingzhou Xue, Jianqing Fan, Wei Luo, Jiawei Yao, Xiufan Yu

Last update 17 February 2023

Copyright license GNU General Public License

Software version identifier 0.1.0

Cites work

• Inverse moment methods for sufficient forecasting using high-dimensional predictors
• Nonparametric Estimation and Conformal Inference of the Sufficient Forecasting With a Diverging Number of Factors
• Sufficient forecasting using factor models

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