A reduced rank regression approach to coincident and leading indexes building
Year of publication: |
2007
|
---|---|
Authors: | Cubadda, Gianluca |
Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 69.2007, 2, p. 271-292
|
Subject: | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Wirtschaftsindikator | Economic indicator |
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