Forecasting with factor-augmented regression : a frequentist model averaging approach
Year of publication: |
2013 ; Rev., second version
|
---|---|
Authors: | Cheng, Xu ; Hansen, Bruce E. |
Publisher: |
Philadelphia, Pa. : Penn Inst. for Economic Research |
Subject: | Prognoseverfahren | Forecasting model | Theorie | Theory | Regressionsanalyse | Regression analysis |
-
Mitigating forecast errors from product variety through information sharing
Sanders, Nada R., (2018)
-
Potekhina, Nina, (2016)
-
Evaluation of forecasting accuracy of an equity valuation model : a case of ZEE
Kumar, Amit, (2023)
- More ...
-
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version
Cheng, Xu, (2012)
-
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach
Cheng, Xu, (2012)
-
Forecasting with factor-augmented regression : a frequentist model averaging approach
Cheng, Xu, (2012)
- More ...