Forecasting using a large number of predictors : is Bayesian shrinkage a valid alternative to principal components?
Christine De Mol; Domenico Giannone
| Year of publication: |
2008
|
|---|---|
| Authors: | De Mol, Christine ; Giannone, Domenico ; Reichlin, Lucrezia |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 146.2008, 2, p. 318-328
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| Subject: | VAR-Modell | VAR model | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model | Wechselkurs | Exchange rate | Bootstrap-Verfahren | Bootstrap approach | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003782984