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 :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=308198
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