A forecasting performance comparison of dynamic factor models based on static and dynamic methods (Q523139)

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scientific article; zbMATH DE number 6706478
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English
A forecasting performance comparison of dynamic factor models based on static and dynamic methods
scientific article; zbMATH DE number 6706478

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    A forecasting performance comparison of dynamic factor models based on static and dynamic methods (English)
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    20 April 2017
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    macroeconomic forecasting
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    dynamic factor models
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    time domain methods
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    frequency domain methods
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