Title of article
Forecast comparison of principal component regression and principal covariate regression
Author/Authors
Christiaan Heij، نويسنده , , Patrick J.F. Groenen، نويسنده , , Dick van Dijk، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
14
From page
3612
To page
3625
Keywords
Macroeconomic forecasting , Principal components , Principal covariates , Regression model , Factor model
Journal title
Computational Statistics and Data Analysis
Serial Year
2007
Journal title
Computational Statistics and Data Analysis
Record number
308198
Link To Document