Seeing inside the black box : using diffusion index methodology to construct factor proxies in large scale macroeconomic time series environments
Nii Ayi Armah and Norman R. Swanson
| Year of publication: |
2010
|
|---|---|
| Authors: | Armah, Nii Ayi ; Swanson, Norman R. |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 29.2010, 5/6, p. 476-510
|
| Subject: | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Theorie | Theory | Schätzung | Estimation | USA | United States | 1960-2003 |
| 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/10008668183