Forecasting in factor augmented regressions under structural change
Daniele Massacci, George Kapetanios
| Year of publication: |
2024
|
|---|---|
| Authors: | Massacci, Daniele ; Kapetanios, George |
| Subject: | Cross-sectional averages | Estimation window | Factor augmented regression | Out-of-sample forecasts | Structural instability | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Schätzung | Estimation | Strukturwandel | Structural change | Strukturbruch | Structural break | Prognose | Forecast | Faktorenanalyse | Factor analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2022.12.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014450259