Tests of equal forecasting accuracy for nested models with estimated CCE factors
Ovidijus Stauskas and Joakim Westerlund
| Year of publication: |
2022
|
|---|---|
| Authors: | Stauskas, Ovidijus ; Westerlund, Joakim |
| Subject: | Forecasting | Common correlated effects | Common factor model | Factor-augmented regression model | Prognoseverfahren | Forecasting model | Faktorenanalyse | Factor analysis | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2021.1970576 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013540477