Estimating Large-Scale Factor Models for Economic Activity in Germany: Do They Outperform Simpler Models? / Die Schätzung von großen Faktormodellen für die deutsche Volkswirtschaft: Übertreffen sie einfachere Modelle?
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DOI: 10.1515/jbnst-2004-0606
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Keywords
Factor models; principal components; forecasting accuracy; Faktorenmodelle; Hauptkomponenten; Prognosegüte;All these keywords.
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