Forecasting using a large number of predictors : is Bayesian shrinkage a valid alternative to principal components?
Year of publication: |
2008
|
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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
|
Subject: | VAR-Modell | VAR model | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model | Wechselkurs | Exchange rate | Bootstrap-Verfahren | Bootstrap approach | Theorie | Theory |
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