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Forecasting using cross-section average-augmented time series regressions

Karabiyik, H and Westerlund, Joakim 2021, Forecasting using cross-section average-augmented time series regressions, Econometrics Journal, vol. 24, no. 2, pp. 315-333, doi: 10.1093/ectj/utaa031.

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Title Forecasting using cross-section average-augmented time series regressions
Author(s) Karabiyik, H
Westerlund, JoakimORCID iD for Westerlund, Joakim orcid.org/0000-0002-8030-5706
Journal name Econometrics Journal
Volume number 24
Issue number 2
Start page 315
End page 333
Total pages 19
Publisher Oxford University Press
Place of publication Oxford, Eng.
Publication date 2021-05
ISSN 1368-4221
1368-423X
Keyword(s) Business & Economics
CCE ESTIMATION
cross-section average
Economics
FACTOR MODELS
factor-augmented regressions
Forecasting
INFERENCE
INTERVALS
LARGE NUMBER
Mathematical Methods In Social Sciences
Mathematics
Mathematics, Interdisciplinary Applications
OUTPUT
PANEL
Physical Sciences
Science & Technology
Social Sciences
Social Sciences, Mathematical Methods
Statistics & Probability
Language eng
DOI 10.1093/ectj/utaa031
Field of Research 0104 Statistics
1403 Econometrics
HERDC Research category C1 Refereed article in a scholarly journal
Free to Read? Yes
Persistent URL http://hdl.handle.net/10536/DRO/DU:30158295

Document type: Journal Article
Collections: Faculty of Business and Law
Open Access Collection
Department of Economics
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Created: Thu, 11 Nov 2021, 09:21:45 EST

Every reasonable effort has been made to ensure that permission has been obtained for items included in DRO. If you believe that your rights have been infringed by this repository, please contact drosupport@deakin.edu.au.