مرکز منطقه ای اطلاع رساني علوم و فناوري - Measuring and predicting turning points using a dynamic bi-factor model

Title of article :

Measuring and predicting turning points using a dynamic bi-factor model

Author/Authors :

Konstantin A. Kholodilin، نويسنده , , Vincent W. Yao، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2005

Pages :

From page :

525

To page :

537

Keywords :

Composite leading indicator , Dynamic bi-factor modelMarkov-switching , Forecasting turning points , Composite coincident indicator

Journal title :

International Journal of Forecasting

Serial Year :

2005

Journal title :

International Journal of Forecasting

Record number :

179167

Link To Document :