Tests of equal accuracy for nested models with estimated factors
Year of publication: |
June 2017
|
---|---|
Authors: | Gonçalves, Sílvia ; McCracken, Michael W. ; Perron, Benoit |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 198.2017, 2, p. 231-252
|
Subject: | Factor model | Out-of-sample forecasts | Recursive estimation | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Schätzung | Estimation | Faktorenanalyse | Factor analysis |
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