Chama-Chiliba, Mirriam Chitalu; Gupta, Rangan; … - Department of Economics, Faculty of Economic and … - 2011
algorithm for variable selection, estimated using Markov Chain Monte Carlo methods. In this regard, we analyze the forecasting … an in-sample period of 1960:Q1-1999:Q4. In general, we find that variable selection, whether imposed on a time …