Comparison of Bayesian Moving Average and Principal Component Forecasts for Large Dimensional Factor Models
Year of publication: |
2012
|
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Authors: | Ouysse, Rachida |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Regressionsanalyse | Regression analysis | Theorie | Theory |
Extent: | 1 Online-Ressource (8 p) |
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Series: | UNSW Australian School of Business Research Paper ; No. 2012-03 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 6, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1984368 [DOI] |
Classification: | C11 - Bayesian Analysis ; C13 - Estimation ; C33 - Models with Panel Data ; C53 - Forecasting and Other Model Applications |
Source: | ECONIS - Online Catalogue of the ZBW |
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