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An Automatic Leading Indicator, Variable Reduction and Variable Selection Methods Using Small and Large Datasets : Forecasting the Industrial Production Growth for Euro Area Economies
Camba-Méndez, Gonzalo, (2014)
Investigating the Predictive Ability of ONS Big Data-Based Indicators
Kapetanios, George, (2021)
Block bootstrap and long memory
Kapetanios, George, (2011)