A forecasting performance comparison of dynamic factor models based on static and dynamic methods
22 mars 2017
À propos de cet article
Publié en ligne: 22 mars 2017
Pages: 43 - 66
Reçu: 14 déc. 2016
Accepté: 16 févr. 2017
DOI: https://doi.org/10.1515/caim-2017-0003
Mots clés
© 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