Forecasting key macroeconomic variables from a large number of predictors: A state space approach
Year of publication: |
2007
|
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Authors: | Raknerud, Arvid ; Skjerpen, Terje ; Swensen, Anders Rygh |
Publisher: |
Oslo : Statistics Norway, Research Department |
Subject: | Dynamic factor model | Forecasting | State space | AR models |
Series: | Discussion Papers ; 504 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 531931862 [GVK] hdl:10419/192486 [Handle] RePEc:ssb:dispap:504 [RePEc] |
Classification: | C13 - Estimation ; C22 - Time-Series Models ; C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications |
Source: |
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Forecasting key macroeconomic variables from a large number of predictors : a state space approach
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