Tests of Equal Forecasting Accuracy for Nested Models with Estimated CCE Factors*
Version 2 2024-06-03, 16:04
Version 1 2022-09-29, 00:23
journal contribution
posted on 2024-06-03, 16:04 authored by Ovidijus Stauskas, Joakim WesterlundJoakim WesterlundTests of Equal Forecasting Accuracy for Nested Models with Estimated CCE Factors*
History
Journal
Journal of Business and Economic StatisticsPagination
1-14Location
London, Eng.ISSN
0735-0015eISSN
1537-2707Language
engPublication classification
C1 Refereed article in a scholarly journalPublisher
Taylor & FrancisUsage metrics
Categories
Keywords
Business & EconomicsCommon correlated effectsCommon factor modelEconomicsFactor-augmented regression modelForecastingINFERENCEINFLATIONLARGE NUMBERMathematical Methods In Social SciencesMathematicsOUTPUTPhysical SciencesPREDICTIVE ABILITYScience & TechnologySocial SciencesSocial Sciences, Mathematical MethodsStatistics & ProbabilityDepartment of Economics3802 Econometrics
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