Aye, Goodness C.; Miller, Stephen M.; Gupta, Rangan; … - Department of Economics, Faculty of Economic and … - 2013
This paper employs classical bivariate, factor augmented (FA), slab and spike variable selection (SSVS)-based, and Bayesian semiparametric shrinkage (BSS)-based predictive regression models to forecast the US real private residential fixed investment series over an out of sample period of 1983Q1...