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Forecasting time series using principal component analysis with respect to instrumental variables - MaRDI portal

Forecasting time series using principal component analysis with respect to instrumental variables (Q1023449)

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scientific article; zbMATH DE number 5564566
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English
Forecasting time series using principal component analysis with respect to instrumental variables
scientific article; zbMATH DE number 5564566

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    Forecasting time series using principal component analysis with respect to instrumental variables (English)
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    12 June 2009
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    additive spline
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    forecasting
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    PCAIV
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    time series
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