Seeing inside the black box : using diffusion index methodology to construct factor proxies in large scale macroeconomic time series environments
Nii Ayi Armah and Norman R. Swanson
Year of publication: |
2010
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Authors: | Armah, Nii Ayi ; Swanson, Norman R. |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 29.2010, 5/6, p. 476-510
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Subject: | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Theorie | Theory | Schätzung | Estimation | USA | United States | 1960-2003 |
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