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Title:A review of forecasting techniques for large data sets PDF Logo
Authors:Eklund, Jana
Kapetanios, George
Issue Date:2008
Series/Report no.:Working Paper, Department of Economics, Queen Mary, University of London 625
Abstract:This paper provides a review which focuses on forecasting using statistical/econometric methods designed for dealing with large data sets.
Subjects:Macroeconomic forecasting
Factor models
Forecast combination
Principal components
JEL:C22
C53
E37
E47
Document Type:Working Paper
Appears in Collections:Working Paper Series, School of Economics and Finance, Queen Mary, University of London

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