Pages that link to "Item:Q523139"
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The following pages link to A forecasting performance comparison of dynamic factor models based on static and dynamic methods (Q523139):
Displaying 5 items.
- Robustness Comparison of the Peña–Box Model and the Factor Model to Extract Useful Predictors (Q3006291) (← links)
- Are disaggregate data useful for factor analysis in forecasting French GDP? (Q3065498) (← links)
- Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models (Q3084623) (← links)
- Forecasting Inflation Across Euro Area Countries and Sectors: A Panel VAR Approach (Q4687619) (← links)
- Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach (Q6586883) (← links)