Forecasting a nonstationary time series using a mixture of stationary and nonstationary factors as predictors
Year of publication: |
2024
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Authors: | Hannadige, Sium Bodha ; Gao, Jiti ; Silvapulle, Mervyn J. ; Silvapulle, Paramsothy |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 42.2024, 1, p. 122-134
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Subject: | Panel data | Factor augmented regression | Generated factors | Gross domestic product | High dimensional data | Industrial production | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Panel | Panel study | Regressionsanalyse | Regression analysis |
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