Macroeconomic forecasting and structural analysis through regularized reduced-rank regression
Emmanuela Bernardini, Gianluca Cubadda
| Year of publication: |
July-September 2015
|
|---|---|
| Authors: | Bernardini, Emmanuela ; Cubadda, Gianluca |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 31.2015, 3, p. 682-691
|
| Subject: | Canonical correlation analysis | Vector autoregressive models | Shrinkage estimation | Macroeconomic prediction | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model | Korrelation | Correlation | Regressionsanalyse | Regression analysis | Wirtschaftsprognose | Economic forecast | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2013.10.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011474523