Tests of equal forecasting accuracy for nested models with estimated CCE factors
Year of publication: |
2022
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Authors: | Stauskas, Ovidijus ; Westerlund, Joakim |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 40.2022, 4, p. 1745-1758
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Subject: | Forecasting | Common correlated effects | Common factor model | Factor-augmented regression model | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Faktorenanalyse | Factor analysis | Regressionsanalyse | Regression analysis |
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