Revisiting useful approaches to data-rich macroeconomic forecasting
type: Item
instance of: scholarly article
title: Revisiting useful approaches to data-rich macroeconomic forecasting
zbMATH Open document ID: 1466.62081
author: Jan J. J. Groen
author: George Kapetanios
published in: Computational Statistics and Data Analysis
publication date: 2018-08-15T00:00:00Z
full work available at URL: http://hdl.handle.net/10419/60769
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62H25
zbMATH DE Number: 6918334
zbMATH Keywords: macroeconomic forecasting
zbMATH Keywords: (weak) factor models
zbMATH Keywords: principal components
zbMATH Keywords: partial least squares
zbMATH Keywords: Bayesian ridge regression
describes a project that uses: PcGets
MaRDI profile type: Publication
OpenAlex ID: W1596234395
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DOI: 10.1016/J.CSDA.2015.11.014
description: scientific article; zbMATH DE number 6918334