Forecasting by factors, by variables, by both or neither?
Year of publication: |
2013
|
---|---|
Authors: | Castle, Jennifer ; Clements, Michael P. ; Hendry, David F. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 177.2013, 2, p. 305-319
|
Subject: | Model selection | Factor models | Forecasting | Impulse-indicator saturation | Autometrics | Prognoseverfahren | Forecasting model | Faktorenanalyse | Factor analysis | Theorie | Theory | Prognose | Forecast | Wirtschaftsprognose | Economic forecast | Zeitreihenanalyse | Time series analysis | Frühindikator | Leading indicator |
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