Variable selection, estimation and inference for multi-period forecasting problems (Q738005)
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scientific article; zbMATH DE number 6616662
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variable selection, estimation and inference for multi-period forecasting problems |
scientific article; zbMATH DE number 6616662 |
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Variable selection, estimation and inference for multi-period forecasting problems (English)
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12 August 2016
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direct forecasts
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iterated forecasts
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factor- augmented VARs
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SURE estimation
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Akaike information criterion
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