Pages that link to "Item:Q299225"
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The following pages link to Forecasting using a large number of predictors: is Bayesian shrinkage a valid alternative to principal components? (Q299225):
Displaying 10 items.
- When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage (Q6190731) (← links)
- Risks and risk premia in the US Treasury market (Q6556142) (← links)
- Ridge Regression Under Dense Factor Augmented Models (Q6567950) (← links)
- Non-fundamentalness in structural econometric models: a review (Q6573733) (← links)
- Inference in Sparsity-Induced Weak Factor Models (Q6586893) (← links)
- Estimation of Sparsity-Induced Weak Factor Models (Q6586902) (← links)
- Tests of Equal Forecasting Accuracy for Nested Models with Estimated CCE Factors* (Q6620990) (← links)
- Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models (Q6621002) (← links)
- Reduced-Rank Envelope Vector Autoregressive Model (Q6626259) (← links)
- Markov-Switching Three-Pass Regression Filter (Q6626302) (← links)
