In-sample inference and forecasting in misspecified factor models

Marine Carrasco, Barbara Rossi

Year of publication:	April 2016
Authors:	Carrasco, Marine ; Rossi, Barbara
Publisher:	Barcelona : Universitat Pompeu Fabra, Department of Economics and Business
Subject:	data-reduction methods \| Prognoseverfahren \| Forecasting model \| Faktorenanalyse \| Factor analysis \| Induktive Statistik \| Statistical inference \| Theorie \| Theory \| Wirtschaftsprognose \| Economic forecast \| Inflation \| Panel \| Panel study \| Schätzung \| Estimation \| USA \| United States \| 1975-2005

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