Markov-Switching; macroeconomics; regression; forecasting; factor analysis; PCA
Kole, H.J.W.G.
hdl.handle.net/2105/55853
Econometrie
Erasmus School of Economics

Ruan, L.H. (2021, February 19). Forecasting macroeconomic variables for European countries using Markov-Switching Three-Pass Regression Filter. Econometrie. Retrieved from http://hdl.handle.net/2105/55853