A medium-N approach to macroeconomic forecasting
Year of publication: |
2012
|
---|---|
Authors: | Cubadda, Gianluca ; Guardabascio, Barbara |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 29.2012, 4, p. 1099-1105
|
Subject: | Partial least squares | Principal component regression | Dynamic factor models | Data-rich forecasting methods | Dimension-reduction techniques | Prognoseverfahren | Forecasting model | Theorie | Theory | Faktorenanalyse | Factor analysis | Regressionsanalyse | Regression analysis | Wirtschaftsprognose | Economic forecast | Kleinste-Quadrate-Methode | Least squares method | Zeitreihenanalyse | Time series analysis |
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