GDP Modelling with Factor Model: an Impact of Nested Data on Forecasting Accuracy
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References listed on IDEAS
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More about this item
KeywordsFactor model; forecasting; nested data; RMSE.;
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-04-23 (All new papers)
- NEP-FOR-2011-04-23 (Forecasting)
- NEP-MAC-2011-04-23 (Macroeconomics)
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