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 1848616. - Vol. 146.2008, 2, p. 318-328
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