Forecasting

Probabilistic Targeted Factor Analysis Under Submission
We develop Probabilistic Targeted Factor Analysis (PTFA), a likelihood-based framework for constructing latent factors that are …
Last updated on Jul 12, 2026 Econometrics, Finance, Macroeconomics
arXiv
Discussion of “Multivariate dynamic modeling for Bayesian forecasting of business revenue”
We provide a discussion of “Multivariate dynamic modeling for Bayesian forecasting of business revenue” by Yanchenko, Tierney, Lawson, …
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