FNETS : factor-adjusted network estimation and forecasting for high-dimensional time series
Matteo Barigozzi, Haeran Cho, and Dom Owens
| Year of publication: |
2024
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|---|---|
| Authors: | Barigozzi, Matteo ; Cho, Haeran ; Owens, Dom |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 42.2024, 3, p. 890-902
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| Subject: | Dynamic factor model | Forecasting | Network estimation | Vector autoregression | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Schätzung | Estimation | Faktorenanalyse | Factor analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2023.2257270 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015053503