Forecasting by factors, by variables, or both?

Forecasting by factors, by variables, or both?

अन्य संस्करण दिखाएं (1)

We consider forecasting with factors, variables and both, modeling in-sample using Autometrics so all principal components and variables can be included jointly, while tackling multiple breaks by impulse-indicator saturation. A forecast-error taxonomy for factor models highlights the impacts of loc...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखकों:	Castle, J, Hendry, D
स्वरूप:	Working paper
प्रकाशित:	University of Oxford 2012

समान संसाधन

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