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A Sorted Leading Indicators Dynamic (SLID) Factor Model for Short-run Euro-area GDP Forecasting
Daniel Grenouilleau
出版European Commission, Directorate-General for Economic and Financial Affairs, 2004
ISBN92894836609789289483667
URLhttp://books.google.com.hk/books?id=RMwlAQAAMAAJ&hl=&source=gbs_api
註釋Recoge: 1.The model - 2.Data selection and processing - 3.Forecast performances - 4.A few remarks about model robustness - 5.Conclusion - 6.References - 7.Annex.