Pages that link to "Item:Q2511793"
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The following pages link to Forecasting financial and macroeconomic variables using data reduction methods: new empirical evidence (Q2511793):
Displaying 13 items.
- Forecasting using a large number of predictors: is Bayesian shrinkage a valid alternative to principal components? (Q299225) (← links)
- Forecasting with factor-augmented regression: a frequentist model averaging approach (Q494163) (← links)
- Using large data sets to forecast sectoral employment (Q520398) (← links)
- Revisiting useful approaches to data-rich macroeconomic forecasting (Q1659116) (← links)
- Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods (Q1659126) (← links)
- Forecasting macroeconomic variables in data-rich environments (Q1667993) (← links)
- Boosting high dimensional predictive regressions with time varying parameters (Q2043255) (← links)
- Testing for structural stability of factor augmented forecasting models (Q2451804) (← links)
- Volatility forecasting of strategically linked commodity ETFs: gold-silver (Q4554245) (← links)
- Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets (Q4561854) (← links)
- Text Selection (Q6617806) (← links)
- In Search of a Job: Forecasting Employment Growth Using Google Trends (Q6620844) (← links)
- Tests of Equal Forecasting Accuracy for Nested Models with Estimated CCE Factors* (Q6620990) (← links)
