Forecasting with leading indicators by means of the principal covariate index /N by Christian Heij; Dick van Dijk; Patrick J. F. Groenen
Year of publication: |
2011
|
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Authors: | Heij, Christian ; Dijk, Dick van ; Groenen, Patrick J. F. |
Published in: |
Journal of business cycle measurement and analysis : a joint publication of OECD and CIRET. - Paris : OECD, ISSN 1995-2880, ZDB-ID 2144649-0. - 2011, 1, p. 73-91
|
Subject: | Wirtschaftsindikator | Economic indicator | Hauptkomponentenanalyse | Principal component analysis | Indexberechnung | Index construction |
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