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dc.contributor.authorSiliverstovs, Borissen
dc.contributor.authorKholodilin, Konstantin Arkadievichen
dc.date.accessioned2009-01-28T15:47:30Z-
dc.date.available2009-01-28T15:47:30Z-
dc.date.issued2006-
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
dc.language.isoengen
dc.publisher|aDeutsches Institut für Wirtschaftsforschung (DIW) |cBerlinen
dc.relation.ispartofseries|aDIW Discussion Papers |x598en
dc.subject.jelC10en
dc.subject.jelE32en
dc.subject.ddc330en
dc.subject.keywordDiffusion index ; forecasting ; optimal subset of dataen
dc.titleOn Selection of Components for a Diffusion Index Model: It's not the Size, It's How You Use It-
dc.typeWorking Paperen
dc.identifier.ppn514149612en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:diw:diwwpp:dp598en

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