Skjerpen Terje

Terje Skjerpen

Information about the author Terje Skjerpen will soon be added to the site.
Found 1 papers in total
Forecasting key macroeconomic variables from a large number of predictors: a state space approach
Forecasting key macroeconomic variables from a large number of predictors: a state space approach
2010
We use state space methods to estimate a large dynamic factor model for the Norwegian...
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