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
Keywords :
Principal components , Principal covariates , Macroeconomic forecasting , Factor model , Regression model
Journal title :
Computational Statistics and Data Analysis
Journal title :
Computational Statistics and Data Analysis
