搜索结果: 1-3 共查到“宏观经济学 forecasting”相关记录3条 . 查询时间(0.078 秒)
Forecasting with Rational Expectations Models.
Generalized Shrinkage Methods for Forecasting using Many Predictors
high dimensional model empirical Bayes dynamic factor models
2014/3/18
This paper provides a simple shrinkage representation that describes the operational characteristics of various forecasting methods designed for a large number of orthogonal predictors (such as princi...
Macroeconomic Forecasting Using Diffusion Indexes
Factor model Forecasting Principal components
2014/3/18
This article studies forecasting a macroeconomic time series variable using a large number of predictors. The predictors are summarized using a small number of indexes constructed by princ...