Forecasting a nonstationary time series using a mixture of stationary and nonstationary factors as predictors
Sium Bodha Hannadige, Jiti Gao, Mervyn J. Silvapulle, and Param Silvapulle
| Year of publication: |
2024
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|---|---|
| Authors: | Hannadige, Sium Bodha ; Gao, Jiti ; Silvapulle, Mervyn J. ; Silvapulle, Paramsothy |
| Subject: | Panel data | Factor augmented regression | Generated factors | Gross domestic product | High dimensional data | Industrial production | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Panel | Panel study | Theorie | Theory | Bruttoinlandsprodukt | Faktorenanalyse | Factor analysis | Schätzung | Estimation | Nationaleinkommen | National income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2023.2166048 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014449839