Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/18491
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dc.contributor.authorSiliverstovs, Borissen_US
dc.contributor.authorKholodilin, Konstantin Arkadievichen_US
dc.date.accessioned2009-01-28T15:47:30Z-
dc.date.available2009-01-28T15:47:30Z-
dc.date.issued2006en_US
dc.identifier.urihttp://hdl.handle.net/10419/18491-
dc.description.abstractThis paper suggests a novel approach to pre-selection of the component series of the diffusion index based on their individual forecasting performance. It is shown that this targeted selection allows substantially improving the forecasting ability compared to the diffusion index models that are based on the largest available data set.en_US
dc.language.isoengen_US
dc.publisher|aDeutsches Institut für Wirtschaftsforschung (DIW) |cBerlinen_US
dc.relation.ispartofseries|aDIW-Diskussionspapiere |x598en_US
dc.subject.jelC10en_US
dc.subject.jelE32en_US
dc.subject.ddc330en_US
dc.subject.keywordDiffusion index ; forecasting ; optimal subset of dataen_US
dc.titleOn Selection of Components for a Diffusion Index Model: It's not the Size, It's How You Use Iten_US
dc.typeWorking Paperen_US
dc.identifier.ppn514149612en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-

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