Dynamic Hierarchical Factor Model
Year of publication: |
2013
|
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Authors: | Moench, Emanuel ; Ng, Serena ; Potter, Simon |
Published in: |
The Review of Economics and Statistics. - MIT Press. - Vol. 95.2013, 5, p. 1811-1817
|
Publisher: |
MIT Press |
Subject: | diffusion index forecasting | monitoring | large dimensional panel |
Extent: | application/pdf |
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Type of publication: | Article |
Classification: | C10 - Econometric and Statistical Methods: General. General ; C20 - Econometric Methods: Single Equation Models. General ; C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General |
Source: |
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