A Review of Forecasting Techniques for Large Data Sets
Jana Eklund and
George Kapetanios ()
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George Kapetanios: Queen Mary, University of London, http://www.econ.qmul.ac.uk/staff/georgekapetanios.html
No 625, Working Papers from Queen Mary University of London, School of Economics and Finance
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)
New Economics Papers: this item is included in nep-cba, nep-ecm, nep-ets, nep-for and nep-mac
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Persistent link: https://EconPapers.repec.org/RePEc:qmw:qmwecw:wp625
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