Forecasting with Factor-Augmented Regression : A Frequentist Model Averaging Approach, Second Version
Year of publication: |
2013
|
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Authors: | Cheng, Xu |
Other Persons: | Hansen, Bruce (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Prognoseverfahren | Forecasting model | Theorie | Theory | Regressionsanalyse | Regression analysis | Schätzung | Estimation |
Extent: | 1 Online-Ressource (38 p) |
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Series: | PIER Working Paper ; No. 13-061 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 3, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2343103 [DOI] |
Classification: | C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications |
Source: | ECONIS - Online Catalogue of the ZBW |
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