Forecasting using cross-section average-augmented time series regressions
journal contribution
posted on 2021-05-01, 00:00 authored by Hande Karabiyik, Joakim WesterlundJoakim WesterlundForecasting using cross-section average-augmented time series regressions
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Journal
Econometrics JournalVolume
24Pagination
315-333Location
Oxford, Eng.Open access
- Yes
Link to full text
ISSN
1368-4221eISSN
1368-423XLanguage
engPublication classification
C1 Refereed article in a scholarly journalIssue
2Publisher
Oxford University PressUsage metrics
Keywords
Business & EconomicsCCE ESTIMATIONcross-section averageEconomicsFACTOR MODELSfactor-augmented regressionsForecastingINFERENCEINTERVALSLARGE NUMBERMathematical Methods In Social SciencesMathematicsMathematics, Interdisciplinary ApplicationsOUTPUTPANELPhysical SciencesScience & TechnologySocial SciencesSocial Sciences, Mathematical MethodsStatistics & ProbabilityDepartment of Economics3802 Econometrics4905 Statistics
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