Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Large Scale Macroeconomic Time Series Environments

No abstract is available for this paper.

• Publication year

  2008

• Venue

  Econometric Reviews

• Publication date

  2008-07-01

• Fields of study

  Economics

• Identifiers
  DOI 10.1080/07474938.2010.481549
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

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