Sufficient forecasting using factor models
Year of publication: |
December 2017
|
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Authors: | Fan, Jianqing ; Xue, Lingzhou ; Yao, Jiawei |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 201.2017, 2, p. 292-306
|
Subject: | Forecasting | Factor model | Learning indices | Sliced inverse regression | Asymptotic properties | Theorie | Theory | Prognoseverfahren | Forecasting model | Faktorenanalyse | Factor analysis | Regressionsanalyse | Regression analysis | Wirtschaftsindikator | Economic indicator |
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