A dynamic factor model framework for forecast combination
Year of publication: |
1999
|
---|---|
Authors: | Chan, Yeung Lewis ; Stock, James H. ; Watson, Mark W. |
Published in: |
Spanish economic review : SER. - Berlin [u.a.] : Springer, ISSN 1435-5469, ZDB-ID 1469301-X. - Vol. 1.1999, 2, p. 91-121
|
Subject: | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Theorie | Theory | USA | United States | Querschnittsanalyse | Cross-section analysis |
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