The Stacked Leading Indicators Dynamic Factor Model: a Sensitivity Analysis of Forecast Accuracy Using Bootstrapping (Economic papers / European Commission, Directorate-General for Economic and Financial Affairs)

by Daniel Grenouilleau

Paperback

ISBN: 978-92-79-01190-0

ISBN-10: 92-79-01190-1

European Commission, Directorate-General for Economic and Financial Affairs · 2006