Heij, C.; Groenen, P.J.F.; Dijk, D.J.C. van - Erasmus University Rotterdam, Econometric Institute - 2006
iterative majorization. The paper discusses some numerical aspects and analyzes the method by means of simulations. Further, the …
preferential predictors. The resulting nonlinear estimation problem is solved by means
of a method based on iterative majorization … regression, economic forecasting, dynamic factor models, principal
components, distributed lags, iterative majorization …