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Chapter 10 Forecasting with Many Predictors
Stock, James H., (2006)
Factor Model Forecasting : A Bayesian Model Averaging (BMA) Perspective
Korobilis, Dimitris, (2014)
Nowcasting made easier : a toolbox for economists
Linzenich, Jan, (2024)
Forecasting inflation
Stock, James H., (1999)
Business cycle fluctuations in US macroeconomic time series
A dynamic factor model framework for forecast combination
Chan, Yeung Lewis, (1999)