Forecasting with factor-augmented regression: a frequentist model averaging approach (Q494163)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Forecasting with factor-augmented regression: a frequentist model averaging approach |
scientific article; zbMATH DE number 6477028
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting with factor-augmented regression: a frequentist model averaging approach |
scientific article; zbMATH DE number 6477028 |
Statements
Forecasting with factor-augmented regression: a frequentist model averaging approach (English)
0 references
31 August 2015
0 references
cross-validation
0 references
factor models
0 references
forecast combination
0 references
generated regressors
0 references
Mallows
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
