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This paper assesses the forecasting performance of various variable reduction and variable selection methods. A small and a large set of wisely chosen variables are used in forecasting the industrial production growth for four Euro Area economies. The results indicate that the Automatic Leading...
Persistent link: https://www.econbiz.de/10013053184
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This paper assesses the forecasting performance of various variable reduction and variable selection methods. A small and a large set of wisely chosen variables are used in forecasting the industrial production growth for four Euro Area economies. The results indicate that the Automatic Leading...
Persistent link: https://www.econbiz.de/10013025082
Persistent link: https://www.econbiz.de/10012667294
Persistent link: https://www.econbiz.de/10012258732
This paper assesses the forecasting performance of various variable reduction and variable selection methods. A small and a large set of wisely chosen variables are used in forecasting the industrial production growth for four Euro Area economies. The results indicate that the Automatic Leading...
Persistent link: https://www.econbiz.de/10015298694