Short-term Forecasting for Empirical Economists: A Survey of the Recently Proposed Algorithms
DOI10.1561/0800000018zbMath1292.91146OpenAlexW3122645576MaRDI QIDQ5397082
Gabriel Perez-Quiros, Pilar Poncela, Maximo Camacho
Publication date: 19 February 2014
Published in: Foundations and Trends® in Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1561/0800000018
business cyclestime seriessurvey paperforecastingoutput growthbridge equationlinear factor modelsMarkov switching factor modelsvector auto-regressive models
Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Economic growth models (91B62) Statistical methods; economic indices and measures (91B82)
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