On Selection of Components for a Diffusion Index Model: It?s not the Size, It?s How You Use It

Please use this identifier to cite or link to this item: http://dspace.mediu.edu.my:8181/xmlui/handle/10419/18491

Title:	On Selection of Components for a Diffusion Index Model: It?s not the Size, It?s How You Use It
Keywords:	C10 E32 ddc:330 Diffusion index ; forecasting ; optimal subset of data
Issue Date:	16-Oct-2013
Publisher:	Deutsches Institut für Wirtschaftsforschung (DIW) Berlin
Description:	This 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.
URI:	http://koha.mediu.edu.my:8181/xmlui/handle/10419/18491
Other Identifiers:	http://hdl.handle.net/10419/18491 ppn:514149612
Appears in Collections:	EconStor

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