On the selection of common factors for macroeconomic forecasting
Year of publication: |
2016
|
---|---|
Authors: | Giovannelli, Alessandro ; Proietti, Tommaso |
Published in: |
Dynamic factor models. - Bingley : Emerald, ISBN 978-1-78560-353-2. - 2016, p. 595-630
|
Subject: | Prognoseverfahren | Forecasting model | Wirtschaftsprognose | Economic forecast | Zeitreihenanalyse | Time series analysis |
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