macroeconomic variables. We focus on two approaches. The first is random subset regression, where random subsets of predictors are … set increases substantially when using the randomized methods, with random subset regression outperforming any one of the …

macroeconomic variables. We focus on two approaches. The first is random subset regression, where random subsets of predictors are … set increases substantially when using the randomized methods, with random subset regression outperforming any one of the …

We analyze the complete subset regression (CSR) approach of Elliott et al. (2013) in situations with many possible …