Time-varying forecast combination for high-dimensional data
Bin Chen, Kenwin Maung
| Year of publication: |
2023
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|---|---|
| Authors: | Chen, Bin ; Maung, Kenwin |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 237.2023, 2,3, p. 1-21
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| Subject: | Cross validation | Forecast combination | High dimension | Local linear estimation | SCAD | Sparsity | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Faktorenanalyse | Factor analysis | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2023.01.024 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014471825