Forecasting with approximate dynamic factor models : the role of non-pervasive shocks
Year of publication: |
2013
|
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Authors: | Luciani, Matteo |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 30.2013, 1, p. 20-29
|
Subject: | Dynamic factor models | Penalized regressions | Local factors | Bayesian shrinkage | Forecasting | Prognoseverfahren | Forecasting model | Faktorenanalyse | Factor analysis | Bayes-Statistik | Bayesian inference | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Schätzung | Estimation | Schock | Shock | Regressionsanalyse | Regression analysis |
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