Time varying three pass regression filter
Year of publication: |
23 October 2023
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Authors: | Marcellino, Massimiliano ; Dendramis, Yiannis ; Kapetanios, George |
Publisher: |
London : Centre for Economic Policy Research |
Subject: | Factor model | Principal components | Constrained least squares | Partialleast squares | Forecasting | Parameter time variation | Kernel estimation | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Kleinste-Quadrate-Methode | Least squares method |
Extent: | 1 Online-Ressource (circa 85 Seiten) Illustrationen |
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Series: | Discussion papers / CEPR. - London : CEPR, ZDB-ID 2001019-9. - Vol. DP18547 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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