Heij, C. - Erasmus University Rotterdam, Econometric Institute - 2007
(1992) in the context of
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static regression models and extended to a time series forecasting setting in Heij,
Groenen, and ….
Keywords: index construction, business cycles, turning points, principal compo-
nent, principal covariate, time series … Indicators
Lead?" Journal of Business, 69, 27-49.
Heij, Christiaan, Patrick J.F. Groenen, and Dick van Dijk. (2006). \Time Series …