Diffusion Indexes
收藏NBER1998-08-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w6702
下载链接
链接失效反馈官方服务：
资源简介：
This paper considers forecasting a single time series using more predictors than there are time series observations. The approach is to construct a relatively few indexes, akin to diffusion indexes, which are weighted averages of the predictors, using an approximate dynamic factor model. Estimation
提供机构：
美国国家经济研究局
创建时间：
1998-08-01
