A predictive approach for selection of diffusion index models
Tomohiro Ando and Ruey S. Tsay
| Year of publication: |
2014
|
|---|---|
| Authors: | Ando, Tomohiro ; Tsay, Ruey S. |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 33.2014, 1/4, p. 68-99
|
| Subject: | Approximate factor model | Common factor | Generated regressor | Panel data | Predictive measure | Prognoseverfahren | Forecasting model | Panel | Panel study | Faktorenanalyse | Factor analysis | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010358477