Variable targeting and reduction in large vector autoregressions with applications to workforce indicators

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Détails bibliographiques
Publié dans:Journal of applied statistics. - 1991. - 50(2023), 7 vom: 09., Seite 1515-1537
Auteur principal: McElroy, T S (Auteur)
Autres auteurs: Trimbur, Thomas
Format: Article en ligne
Langue:English
Publié: 2023
Accès à la collection:Journal of applied statistics
Sujets:Journal Article Dimension reduction GDP VAR macroeconomic forecasting unemployment rate variable selection