Factor-based forecasting in the presence of outliers : are factors better selected and estimated by the median than by the mean?
Johannes Tang Kristensen
| Year of publication: |
2014
|
|---|---|
| Authors: | Kristensen, Johannes Tang |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 18.2014, 3, p. 309-338
|
| Subject: | factors models | forecasting | least absolute deviations | principal components analysis | robust estimation | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Robustes Verfahren | Robust statistics | Faktorenanalyse | Factor analysis | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | 10.1515/snde-2012-0049 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010384286