A forecasting performance comparison of dynamic factor models based on static and dynamic methods
type: Item
instance of: scholarly article
title: A forecasting performance comparison of dynamic factor models based on static and dynamic methods
zbMATH Open document ID: 1367.62327
author: Fabio Della Marra
published in: Communications in Applied and Industrial Mathematics
publication date: 2017-04-20T00:00:00Z
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6706478
zbMATH Keywords: macroeconomic forecasting
zbMATH Keywords: dynamic factor models
zbMATH Keywords: time domain methods
zbMATH Keywords: frequency domain methods
MaRDI profile type: Publication
full work available at URL: caim-2017-0003
OpenAlex ID: W2599092360
cites work: Forecasting Using Principal Components From a Large Number of Predictors
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cites work: Dynamic factor models with infinite-dimensional factor spaces: one-sided representations
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cites work: Q5149187
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cites work: Factor models in high-dimensional time series: A time-domain approach
cites work: OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS
cites work: Tests of Conditional Predictive Ability
DOI: 10.1515/CAIM-2017-0003
description: scientific article; zbMATH DE number 6706478