A review of forecasting techniques for large data sets

This paper provides a review which focuses on forecasting using statistical/econometric methods designed for dealing with large data sets.

Year of publication:	2008
Authors:	Eklund, Jana ; Kapetanios, George
Publisher:	London : Queen Mary University of London, Department of Economics
Subject:	Prognoseverfahren \| Macroeconomic forecasting \| Factor models \| Forecast combination \| Principal components

Series:	Working Paper ; 625
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	561248702 [GVK] hdl:10419/62850 [Handle]
Classification:	C22 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; E37 - Forecasting and Simulation ; E47 - Forecasting and Simulation
Source:	EconStor

Persistent link: https://www.econbiz.de/10010284149