搜索结果: 1-1 共查到“宏观经济学 Dynamic factor model”相关记录1条 . 查询时间(0.076 秒)
A dynamic factor model framework for forecast combination
Combination forecasts principal component regression James-Stein estimation
2014/3/18
A panel of ex-ante forecasts of a single time series is modeled as a dynamic factor model, where the conditional expectation is the single unobserved factor. When applied to out-of-sample forecasting,...