Forecasting with approximate dynamic factor models : the role of non-pervasive shocks
Matteo Luciani
| Year of publication: |
2013
|
|---|---|
| Authors: | Luciani, Matteo |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 30.2013, 1, p. 20-29
|
| Subject: | Dynamic factor models | Penalized regressions | Local factors | Bayesian shrinkage | Forecasting | Prognoseverfahren | Forecasting model | Faktorenanalyse | Factor analysis | Theorie | Theory | Schock | Shock | Bayes-Statistik | Bayesian inference | Regressionsanalyse | Regression analysis | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
| 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/10010243647