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

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DC Field	Value	Language
dc.creator	Siliverstovs, Boriss	-
dc.creator	Kholodilin, Konstantin Arkadievich	-
dc.date	2006	-
dc.date.accessioned	2013-10-16T07:00:14Z	-
dc.date.available	2013-10-16T07:00:14Z	-
dc.date.issued	2013-10-16	-
dc.identifier	http://hdl.handle.net/10419/18491	-
dc.identifier	ppn:514149612	-
dc.identifier.uri	http://koha.mediu.edu.my:8181/xmlui/handle/10419/18491	-
dc.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.	-
dc.language	eng	-
dc.publisher	Deutsches Institut für Wirtschaftsforschung (DIW) Berlin	-
dc.relation	DIW-Diskussionspapiere 598	-
dc.rights	http://www.econstor.eu/dspace/Nutzungsbedingungen	-
dc.subject	C10	-
dc.subject	E32	-
dc.subject	ddc:330	-
dc.subject	Diffusion index ; forecasting ; optimal subset of data	-
dc.title	On Selection of Components for a Diffusion Index Model: It?s not the Size, It?s How You Use It	-
dc.type	doc-type:workingPaper	-
Appears in Collections:	EconStor

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