A Review of Forecasting Techniques for Large Data Sets
Year of publication: |
2008-03
|
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Authors: | Eklund, Jana ; Kapetanios, George |
Institutions: | School of Economics and Finance, Queen Mary |
Subject: | Macroeconomic forecasting | Factor models | Forecast combination | Principal components |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 625 |
Classification: | C22 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; E37 - Forecasting and Simulation ; E47 - Forecasting and Simulation |
Source: |
-
A review of forecasting techniques for large data sets
Eklund, Jana, (2008)
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