Guegan, Dominique; Rakotomarolahy, Patrick - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2009
Forecasting current quarter GDP is a permanent task inside the central banks. Many models are known and proposed to solve this problem. Thanks to new results on the asymptotic normality of the multivariate k-nearest neighbor regression estimate, we propose an interesting and new approach to...