Search Results - subject:"principal covariate"

Improved forecasting with leading indicators: the principal covariate index

Heij, C. - Erasmus University Rotterdam, Econometric Institute - 2007

forecasting. This so-called principal covariate index is constructed to forecast growth rates of the Composite Coincident Index …Improved Forecasting with Leading Indicators: The Principal Covariate Index Christiaan Heij⁄, Dick van Dijk, Patrick J …-called principal covariate index is constructed to forecast growth rates of the Composite Coincident Index. The forecast performance is …

Persistent link: https://www.econbiz.de/10005450851

Improved forecasting with leading indicators: the principal covariate index

Heij, Heij, C. - Faculteit der Economische Wetenschappen, Erasmus … - 2007

forecasting. This so-called principal covariate index is constructed to forecast growth rates of the Composite Coincident Index …

Persistent link: https://www.econbiz.de/10010731870

Time series forecasting by principal covariate regression.

Heij, C.; Groenen, P.J.F.; Dijk, D.J.C. van - Erasmus University Rotterdam, Econometric Institute - 2006

alternative method, principal covariate regression (PCovR), where the two steps are combined in a single criterion. This method …Time series forecasting by principal covariate regression Christiaan Heij⁄, Patrick J.F. Groenen, Dick J. van Dijk …, principal covariate regression (PCovR), where the two steps are combined in a single criterion. This method has been analyzed …

Persistent link: https://www.econbiz.de/10005450877

Time series forecasting by principal covariate regression.

Groenen, Patrick; van Dijk, Dick; Heij, Heij, C. - Faculteit der Economische Wetenschappen, Erasmus … - 2006

alternative method, principal covariate regression (PCovR), where the two steps are combined in a single criterion. This method …

Persistent link: https://www.econbiz.de/10010837704