Sufficient forecasting using factor models
Jianqing Fan, Lingzhou Xue, Jiawei Yao
| Year of publication: |
December 2017
|
|---|---|
| Authors: | Fan, Jianqing ; Xue, Lingzhou ; Yao, Jiawei |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 201.2017, 2, p. 292-306
|
| Subject: | Forecasting | Factor model | Learning indices | Sliced inverse regression | Asymptotic properties | Prognoseverfahren | Forecasting model | Faktorenanalyse | Factor analysis | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Frühindikator | Leading indicator |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2017.08.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011920495