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 …
