Representation, estimation and forecasting of the multivariate index-augmented autoregressive model
Gianluca Cubadda, Barbara Guardabascio
| Year of publication: |
2019
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|---|---|
| Authors: | Cubadda, Gianluca ; Guardabascio, Barbara |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 35.2019, 1, p. 67-79
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| Subject: | Dimension reduction | Macroeconomic forecasting | Multivariate autoregressive index models | Reduced rank regression | Shrinkage estimation | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model | Multivariate Analyse | Multivariate analysis | Autokorrelation | Autocorrelation | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis |
| Description of contents: | Description [doi.org] |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Erratum enthalten in: International journal of forecasting, Volume 37, issue 3 (July/September 2021), Seite 1325-1326 |
| Other identifiers: | 10.1016/j.ijforecast.2018.08.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012300575