Weighted‐Covariance Factor Decomposition of Varma Models Applied to Forecasting Quarterly U.S. Real GDP at Monthly Intervals
Year of publication: |
2019
|
---|---|
Authors: | Zadrozny, Peter A. ; Chen, Baoline |
Published in: |
Journal of Time Series Analysis. - Wiley, ISSN 1467-9892, ZDB-ID 1473831-4. - Vol. 40.2019, 6 (23.10.), p. 968-986
|
Publisher: |
Wiley |
Saved in:
Online Resource
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