sufficientForecasting

MaRDI QIDQ75243CRANFDO

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

Last update 17 February 2023

Copyright license GNU General Public License

Software version identifier 0.1.0

Cites work

• Sufficient forecasting using factor models
• 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

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