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Predictor Preselection for Mixed‐Frequency Dynamic Factor Models: A Simulation Study With an Empirical Application to GDP Nowcasting

Fuente: Wiley Open Access

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Dettagli Bibliografici
Autori principali:	Domenic Franjic, Karsten Schweikert
Natura:	Artículo Open Access
Pubblicazione:	Wiley 2024
Soggetti:	Journal of Forecasting
Accesso online:	Acceder al recurso
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