In-sample inference and forecasting in misspecified factor models
Marine Carrasco, Barbara Rossi
| Year of publication: |
July 2016
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| Authors: | Carrasco, Marine ; Rossi, Barbara |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 34.2016, 3, p. 313-338
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| Subject: | Factor models | Forecasting | GDP forecasts | Inflation forecasts | Large datasets | Partial least squares | Principal components | Regularization methods | Ridge | Sparsity | Variable selection | 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Kommentare vorhanden |
| Other identifiers: | 10.1080/07350015.2016.1186029 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011691438