Forecasting with Factor Models Estimated on Large Datasets: A Review of the Recent Literature and Evidence for German GDP
Year of publication: |
2011
|
---|---|
Authors: | Schumacher, Christian |
Published in: |
Jahrbücher für Nationalökonomie und Statistik. - Lucius & Lucius, ISSN 2366-049X, ZDB-ID 2416178-0. - Vol. 231.2011, 1, p. 28-49
|
Publisher: |
Lucius & Lucius |
Subject: | Factor models | forecasting | large datasets | mixed-frequency data | missing observations | ragged edge | time aggregation |
-
Schumacher, Christian, (2011)
-
Essays on large data sets and unbalanced panels in empirical macroeconomics
Martínez Hernández, Catalina, (2021)
-
Forecasting tourism with targeted predictors in a data-rich environment
Lourenço, Nuno, (2021)
- More ...
-
Schumacher, Christian, (2014)
-
Dreger, Christian, (2002)
-
Forecasting trend output in the Euro area
Schumacher, Christian, (2000)
- More ...