Consistent Estimation, Variable Selection, and Forecasting in FAVAR Models
Year of publication: |
[2022]
|
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Authors: | Chao, John C. ; Swanson, Norman R. |
Publisher: |
[S.l.] : SSRN |
Subject: | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | VAR-Modell | VAR model | Schätzung | Estimation |
Extent: | 1 Online-Ressource (35 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 7, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4010249 [DOI] |
Classification: | C32 - Time-Series Models ; C33 - Models with Panel Data ; c38 ; C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications ; c55 |
Source: | ECONIS - Online Catalogue of the ZBW |
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