Forecasting macroeconomic time series : LASSO-based approaches and their forecast combinations with dynamic factor models
Jiahan Li; Weiye Chen
| Year of publication: |
2014
|
|---|---|
| Authors: | Li, Jiahan ; Chen, Weiye |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 30.2014, 4, p. 996-1015
|
| Subject: | High-dimensional time series | Model selection | Dynamic factor model | Combining forecasts | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Faktorenanalyse | Factor analysis | Wirtschaftsprognose | Economic forecast |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010517772