Inverse Moment Methods for Sufficient Forecasting Using High-Dimensional Predictors
Year of publication: |
2017
|
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Authors: | Luo, Wei |
Other Persons: | Xue, Lingzhou (contributor) ; Yao, Jiawei (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Prognoseverfahren | Forecasting model | Theorie | Theory | Momentenmethode | Method of moments |
Extent: | 1 Online-Ressource (40 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 20, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2961010 [DOI] |
Classification: | C13 - Estimation ; C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General ; C33 - Models with Panel Data |
Source: | ECONIS - Online Catalogue of the ZBW |
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