Via di Tor Vergata
Rome, Lazio 00133
University of Rome, Tor Vergata
Partial Least Squares, Principal Component Regression, Dynamic Factor Models, Data-Rich Forecasting Methods, Dimension-Reduction Techniques
Co-movements, common cycles, composite business cycle indicators, Euro area
Multivariate index autoregressive models, reduced rank regression, dimension reduction, shrinkage estimation, macroeconomic forecasting.
Common volatility, HAR models, index models, combinations of realized volatil¬ities, forecasting.
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.203 seconds