Long-term forecasting of El Niño events via dynamic factor simulations
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DOI: 10.1016/j.jeconom.2019.05.004
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More about this item
Keywords
Climate econometrics; Dynamic models; Kalman filter; Simulation smoothing; Factor models; Unobserved components; Long-term forecast; Multivariate time series;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C42 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Survey Methods
Statistics
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