sufficientForecasting

CRANsufficientForecastingMaRDI QIDQ75243

Sufficient Forecasting using Factor Models

Wei Luo, Jing Fu, Jianqing Fan, Jiawei Yao, Xiufan Yu, Lingzhou Xue

Last update: 17 February 2023

Copyright license: GNU General Public License

Software version identifier: 0.1.0

Cites work

• Sufficient forecasting using factor models
• Inverse moment methods for sufficient forecasting using high-dimensional predictors
• Nonparametric Estimation and Conformal Inference of the Sufficient Forecasting With a Diverging Number of Factors

This page was built for software: sufficientForecasting