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A forecasting performance comparison of dynamic factor models based on static and dynamic methods

Fabio Della Marra

Fabio Della Marra

Department of Economics, University of Parma,Parma, Italy
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Marra, Fabio Della
  
Mar 22, 2017
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Published Online: Mar 22, 2017
Page range: 43 - 66
Received: Dec 14, 2016
Accepted: Feb 16, 2017
DOI: https://doi.org/10.1515/caim-2017-0003
Keywords
© 2017
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.
Marra, Fabio Della
Department of Economics, University of Parma,Parma, Italy
Language:
English
Publication timeframe:
1 times per year
Journal Subjects:
Mathematics, Numerical and Computational Mathematics, Applied Mathematics
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