Forecasting using a large number of predictors : is Bayesian regression a valid alternative to principal components?
Christine De Mol, Domenico Giannone and Lucrezia Reichlin
| Year of publication: |
2006
|
|---|---|
| Authors: | De Mol, Christine ; Giannone, Domenico ; Reichlin, Lucrezia |
| Publisher: |
London : Centre for Economic Policy Research |
| Subject: | Hauptkomponentenregression | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Regressionsanalyse | Regression analysis | Bayes-Statistik | Bayesian inference | VAR-Modell | VAR model | Theorie | Theory |
| Extent: | 26 S. |
|---|---|
| Series: | Discussion paper / Centre for Economic Policy Research. - London, ISSN 0265-8003, ZDB-ID 1442064-8. - Vol. 5829 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003381781