Prediction of Singular VARs and an Application to Generalized Dynamic Factor Models (Q4997699)
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scientific article; zbMATH DE number 7364935
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Prediction of Singular VARs and an Application to Generalized Dynamic Factor Models |
scientific article; zbMATH DE number 7364935 |
Statements
Prediction of Singular VARs and an Application to Generalized Dynamic Factor Models (English)
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30 June 2021
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dynamic factor model
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forecasting
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regularization
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vector autoregressive (VAR) processes
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