Forecast comparison of principal component regression and principal covariate regression (Q1019994)
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scientific article; zbMATH DE number 5559500
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecast comparison of principal component regression and principal covariate regression |
scientific article; zbMATH DE number 5559500 |
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Forecast comparison of principal component regression and principal covariate regression (English)
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29 May 2009
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principal components
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principal covariates
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regression model
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factor model
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macroeconomic forecasting
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0.86061597
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0.8553288
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0.84676164
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0.83713436
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