On Selection of Components for a Diffusion Index Model: It's not the Size, It's How You Use It
Year of publication: |
2006
|
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Authors: | Siliverstovs, Boriss ; Kholodilin, Konstantin A. |
Institutions: | DIW Berlin (Deutsches Institut für Wirtschaftsforschung) |
Subject: | Diffusion index | forecasting | optimal subset of data |
Extent: | application/pdf |
---|---|
Series: | Discussion Papers of DIW Berlin. - ISSN 1619-4535. |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 598 18 pages long |
Classification: | E32 - Business Fluctuations; Cycles ; C10 - Econometric and Statistical Methods: General. General |
Source: |
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