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person:"Swanson, Norman R."
subject:"Prognoseverfahren"
~isPartOf:"Discussion paper in financial economics : FE"
~isPartOf:"Econometric reviews"
~person:"Pesaran, M. Hashem"
~person:"Wang, Yudong"
~subject:"Faktorenanalyse"
~subject:"VAR-Modell"
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Swanson, Norman R.
Pesaran, M. Hashem
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Seeing inside the black box : using diffusion index methodology to construct factor proxies in large scale macroeconomic time series environments
Armah, Nii Ayi
;
Swanson, Norman R.
- In:
Econometric reviews
29
(
2010
)
5/6
,
pp. 476-510
Persistent link: https://www.econbiz.de/10008668183
Saved in:
2
The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924261
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