A Review of Forecasting Techniques for Large Data Sets

Jana Eklund and George Kapetanios

No 625, Working Papers from Queen Mary University of London, School of Economics and Finance

Abstract: This paper provides a review which focuses on forecasting using statistical/econometric methods designed for dealing with large data sets.

Keywords: Macroeconomic forecasting; Factor models; Forecast combination; Principal components (search for similar items in EconPapers)
JEL-codes: C22 C53 E37 E47 (search for similar items in EconPapers)
Date: 2008-03-01
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Citations: View citations in EconPapers (15)

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Related works:
Journal Article: A review of forecasting techniques for large datasets (2008)
Journal Article: A review of forecasting techniques for large datasets (2008)
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Persistent link: https://EconPapers.repec.org/RePEc:qmw:qmwecw:625

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