A Predictive Approach for Selection of Diffusion Index Models (Q5080438)
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scientific article; zbMATH DE number 7534605
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Predictive Approach for Selection of Diffusion Index Models |
scientific article; zbMATH DE number 7534605 |
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A Predictive Approach for Selection of Diffusion Index Models (English)
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31 May 2022
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approximate factor model
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common factor
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generated regressor
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panel data
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predictive measure
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