Concepedia

A dynamic factor model framework for forecast combination

Yeung L. Chan, James H. Stock, Mark W. Watson

Spanish Economic Review · 1999 · 103 citations · 14 references

DOI

Concepts

References

14

The theory and practice of econometrics

Journal of Macroeconomics · 1986 · 4.4K citations

, , +10

Theory of Point Estimation

Eric R. Ziegel, E. L. Lehmann, George Casella · Technometrics · 1999 · 4.3K citations

, , +14

The Combination of Forecasts

John M. Bates, Clive W. J. Granger · Journal of the Operational Research Society · 1969 · 3.1K citations

, , +9

Performance measurement with the arbitrage pricing theory

Gregory Connor, Robert A. Korajczyk · Journal of Financial Economics · 1986 · 738 citations

, , +14

Business Cycle Modeling Without Pretending to Have Too Much A Priori Economic Theory

Christopher A. Sims, Thomas J. Sargent · 1977 · 662 citations · Full text

, , +5