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

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Bibliographische Detailangaben
Veröffentlicht in:Journal of applied statistics. - 1991. - 50(2023), 7 vom: 09., Seite 1515-1537
1. Verfasser: McElroy, T S (VerfasserIn)
Weitere Verfasser: Trimbur, Thomas
Format: Online-Aufsatz
Sprache:English
Veröffentlicht: 2023
Zugriff auf das übergeordnete Werk:Journal of applied statistics
Schlagworte:Journal Article Dimension reduction GDP VAR macroeconomic forecasting unemployment rate variable selection