Forecasting Macroeconomic Time Series : LASSO-Based Approaches and Their Forecast Combinations with Dynamic Factor Models
Year of publication: |
2014
|
---|---|
Authors: | Li, Jiahan |
Other Persons: | Chen, Weiye (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Faktorenanalyse | Factor analysis | Theorie | Theory |
Extent: | 1 Online-Ressource (43 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 7, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2410214 [DOI] |
Classification: | C22 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; E17 - Forecasting and Simulation |
Source: | ECONIS - Online Catalogue of the ZBW |
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