Dynamic factor model with infinite‐dimensional factor space : Forecasting
Year of publication: |
2018
|
---|---|
Authors: | Forni, Mario ; Giovannelli, Alessandro ; Lippi, Marco ; Soccorsi, Stefano |
Published in: |
Journal of Applied Econometrics. - Wiley, ISSN 1099-1255, ZDB-ID 1500458-2. - Vol. 33.2018, 5 (06.06.), p. 625-642
|
Publisher: |
Wiley |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Dynamic factor model with infinite dimensional factor space : forecasting
Forni, Mario, (2016)
-
Dynamic factor model with infinite dimensional factor space: forecasting
Forni, Mario, (2016)
-
Forecasting Stock Returns with Large Dimensional Factor Models
Giovannelli, Alessandro, (2020)
- More ...