Arbeitspapier
A review of forecasting techniques for large data sets
This paper provides a review which focuses on forecasting using statistical/econometric methods designed for dealing with large data sets.
- Sprache
-
Englisch
- Erschienen in
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Series: Working Paper ; No. 625
- Klassifikation
-
Wirtschaft
Single Equation Models; Single Variables: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
Forecasting Models; Simulation Methods
Prices, Business Fluctuations, and Cycles: Forecasting and Simulation: Models and Applications
Money and Interest Rates: Forecasting and Simulation: Models and Applications
- Thema
-
Macroeconomic forecasting
Factor models
Forecast combination
Principal components
Prognoseverfahren
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Eklund, Jana
Kapetanios, George
- Ereignis
-
Veröffentlichung
- (wer)
-
Queen Mary University of London, Department of Economics
- (wo)
-
London
- (wann)
-
2008
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:42 MEZ
Datenpartner
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Objekttyp
- Arbeitspapier
Beteiligte
- Eklund, Jana
- Kapetanios, George
- Queen Mary University of London, Department of Economics
Entstanden
- 2008