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High‐dimensional macroeconomic forecasting and variable selection via penalized regression : editor's choice
Uematsu, Yoshimasa
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Tanaka, Shinya
- In:
The econometrics journal
22
(
2019
)
1
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pp. 34-56
Persistent link: https://www.econbiz.de/10012166649
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Estimation of large covariance matrices with mixed factor structures
Dai, Runyu
;
Uematsu, Yoshimasa
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Matsuda, Yasumasa
- In:
The econometrics journal
27
(
2024
)
1
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pp. 62-83
Persistent link: https://www.econbiz.de/10014528099
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