Factor-augmented forecasting regressions with threshold effects
Yayi Yan and Tingting Cheng
| Year of publication: |
2022
|
|---|---|
| Authors: | Yan, Yayi ; Cheng, Tingting |
| Subject: | Factor-augmented regression | forecasting error | likelihood ratio statistic | thresh-old parameter | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Statistischer Fehler | Statistical error |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/ectj/utab011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012878901