Time series forecasting by principal covariate regression.
Year of publication: |
2006-08-31
|
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Authors: | Heij, C. ; Groenen, P.J.F. ; Dijk, D.J.C. van |
Institutions: | Erasmus University Rotterdam, Econometric Institute |
Subject: | principal covariate regression | economic forecasting | dynamic factor models | principal components | distributed lags | iterative majorization |
Extent: | application/pdf |
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Series: | Econometric Institute Report. - ISSN 1566-7294. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:dgr:eureir Number EI 2006-37 |
Source: |
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Time series forecasting by principal covariate regression.
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