Factor-based forecasting in the presence of outliers: Are factors better selected and estimated by the median than the mean?

Johannes Tang Kristensen

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

Originalsprog	Engelsk
Tidsskrift	Studies in Nonlinear Dynamics & Econometrics
Vol/bind	18
Udgave nummer	3
Sider (fra-til)	309-338
ISSN	1081-1826
DOI	https://doi.org/10.1515/snde-2012-0049
Status	Udgivet - 2014
Udgivet eksternt	Ja

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title = "Factor-based forecasting in the presence of outliers: Are factors better selected and estimated by the median than the mean?",

author = "Kristensen, {Johannes Tang}",

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AU - Kristensen, Johannes Tang

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DO - 10.1515/snde-2012-0049

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