Out-of-sample predictability in predictive regressions with many predictor candidates
Jesús Gonzalo, Jean-Yves Pitarakis
| Year of publication: |
2024
|
|---|---|
| Authors: | Gonzalo, Jesús ; Pitarakis, Jean-Yves |
| Subject: | Forecasting | High dimensional predictability | Nested models | Out-of-sample | Predictive regression | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Prognose | Forecast | Theorie | Theory | Kapitaleinkommen | Capital income | Frühindikator | Leading indicator |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2023.10.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014547266