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A Review of Forecasting Techniques for Large Data Sets

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Author Info
Jana Eklund () (Bank of England)
George Kapetanios () (Queen Mary, University of London)
Abstract

This paper provides a review which focuses on forecasting using statistical/econometric methods designed for dealing with large data sets.

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File URL: http://www.econ.qmul.ac.uk/papers/doc/wp625.pdf
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Publisher Info
Paper provided by Queen Mary, University of London, Department of Economics in its series Working Papers with number 625.

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Date of creation: Mar 2008
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Handle: RePEc:qmw:qmwecw:wp625

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Related research
Keywords: Macroeconomic forecasting Factor models Forecast combination Principal components

Find related papers by JEL classification:
C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models
C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Other Model Applications
E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation
E47 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Forecasting and Simulation

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This page was last updated on 2008-10-30.

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