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Forecasting using cross-section average–augmented time series regressions - MaRDI portal

Forecasting using cross-section average–augmented time series regressions (Q5083271)

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scientific article; zbMATH DE number 7546403
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English
Forecasting using cross-section average–augmented time series regressions
scientific article; zbMATH DE number 7546403

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    Forecasting using cross-section average–augmented time series regressions (English)
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    22 June 2022
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    forecasting
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    factor-augmented regressions
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    cross-section average
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