A time-varying diffusion index forecasting model
Jie Wei, Yonghui Zhang
| Year of publication: |
2020
|
|---|---|
| Authors: | Wei, Jie ; Zhang, Yonghui |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 193.2020, p. 1-5
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| Subject: | Diffusion index | Factor model | Local PCA | Time-varying parameter | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Faktorenanalyse | Factor analysis | Index | Index number | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2020.109337 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012509212