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

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