Forecasting with factor-augmented regression : a frequentist model averaging approach
Xu Cheng; Bruce E. Hansen
| Year of publication: |
2015
|
|---|---|
| Authors: | Cheng, Xu ; Hansen, Bruce E. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 186.2015, 2, p. 280-293
|
| Subject: | Cross-validation | Factor models | Forecast combination | Generated regressors | Mallows | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Faktorenanalyse | Factor analysis | Schätztheorie | Estimation theory |
| 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/10011349480