Model selection with estimated factors and idiosyncratic components
Year of publication: |
September/October 2017
|
---|---|
Authors: | Fosten, Jack |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 32.2017, 6, p. 1087-1106
|
Subject: | Prognoseverfahren | Forecasting model | Modellierung | Scientific modelling | Monte-Carlo-Simulation | Monte Carlo simulation | Schätzung | Estimation | Wechselkurs | Exchange rate | Welt | World | 1988-2015 |
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