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Real-time macroeconomic forecasting with leading indicators : an empirical comparison
Heij, Christiaan; Dijk, Dick van; Groenen, Patrick J. F. - In: International journal of forecasting 27 (2011) 2, pp. 466-481
Persistent link: https://www.econbiz.de/10009247466
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Macroeconomic forecasting with matched principal components
Heij, Christiaan; Dijk, Dick van; Groenen, Patrick J. F. - In: International journal of forecasting 24 (2008) 1, pp. 87-100
Persistent link: https://www.econbiz.de/10003661236
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Nonlinear forecasting with many predictors using kernel ridge regression
Exterkate, Peter; Groenen, Patrick J. F.; Heij, Christiaan - In: International journal of forecasting 32 (2016) 3, pp. 736-753
Persistent link: https://www.econbiz.de/10011621797