The following pages link to (Q5149187):
Displaying 9 items.
- Sufficient forecasting using factor models (Q75240) (← links)
- A forecasting performance comparison of dynamic factor models based on static and dynamic methods (Q523139) (← links)
- Factor-based forecasting in the presence of outliers: are factors better selected and estimated by the median than by the mean? (Q905382) (← links)
- Real-time factor model forecasting and the effects of instability (Q1659156) (← links)
- Forecasting by factors, by variables, by both or neither? (Q2453089) (← links)
- Can we use seasonally adjusted variables in dynamic factor models? (Q2687876) (← links)
- Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models (Q3084623) (← links)
- Weighted‐Covariance Factor Decomposition of Varma Models Applied to Forecasting Quarterly U.S. Real GDP at Monthly Intervals (Q4973952) (← links)
- Forecasting Multiple Time Series With One-Sided Dynamic Principal Components (Q5208073) (← links)
