Heij, C. - Erasmus University Rotterdam, Econometric Institute - 2007
.
Keywords: index construction, business cycles, turning points, principal compo-
nent, principal covariate, time series … (1992) in the context of
1
static regression models and extended to a time series forecasting setting in Heij,
Groenen, and …
References
Bai, Jushan, and Serena Ng. (2007). \Forecasting Economic Time Series Using Targeted
Predictors." Working Paper.
Bair …