Confidence intervals for diffusion index forecasts and inference for factor-augmented regressions
by Jushan Bai and Serena Ng
| Year of publication: |
2006
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|---|---|
| Authors: | Bai, Jushan ; Ng, Serena |
| Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 74.2006, 4, p. 1133-1150
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| Subject: | Panel | Panel study | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory | Induktive Statistik | Statistical inference |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003346183