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subject:"Time series analysis"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~person:"Reichlin, Lucrezia"
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ECONIS (ZBW)
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Forecasting using a large number of predictors : is Bayesian regression a valid alternative to principal components?
Mol, Christine de
;
Giannone, Domenico
;
Reichlin, Lucrezia
-
2006
Persistent link: https://www.econbiz.de/10003381781
Saved in:
2
Factor models in large cross-sections of time series
Reichlin, Lucrezia
-
2002
Persistent link: https://www.econbiz.de/10001657592
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3
The generalized dynamic factor model : one-sided estimation and forecasting
Forni, Mario
;
Hallin, Marc
;
Lippi, Marco
;
Reichlin, Lucrezia
-
2002
Persistent link: https://www.econbiz.de/10013424011
Saved in:
4
A measure of comovement for economic variables : theory and empirics
Croux, Christophe
-
1999
Persistent link: https://www.econbiz.de/10013422947
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