Diffusion indexes with sparse loadings
Johannes Tang Kristensen
| Year of publication: |
July 2017
|
|---|---|
| Authors: | Kristensen, Johannes Tang |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 35.2017, 3, p. 434-451
|
| Subject: | Factor models | Forecasting | LASSO | Principal components analysis | Prognoseverfahren | Forecasting model | Theorie | Theory | Faktorenanalyse | Factor analysis | Hauptkomponentenanalyse | Principal component analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2015.1084308 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011705952