Forecasting with large datasets : compressing information before, during or after the estimation?
Inske Pirschel, Maik H. Wolters
| Year of publication: |
September 2018
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| Authors: | Pirschel, Inske ; Wolters, Maik H. |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 55.2018, 2, p. 573-596
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| Subject: | Large Bayesian VAR | Model averaging | Factor models | Great Recession | Ifo business climate index | Frühindikator | Leading indicator | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Bayes-Statistik | Bayesian inference | Faktorenanalyse | Factor analysis | Konjunktur | Business cycle |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-017-1286-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011949851