The forecasting performance of the OECD composite leading indicators for France, Germany, Italy, and the UK

Tests of rank in reduced rank regression models

Camba-Méndez, Gonzalo, (2003)

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, (2015)

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)