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Forecasting Using Principal Components From a Large Number of Predictors - MaRDI portal

Forecasting Using Principal Components From a Large Number of Predictors (Q62642)

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scientific article
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Forecasting Using Principal Components From a Large Number of Predictors
scientific article

    Statements

    volume
    97
    0 references
    issue
    460
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    page(s)
    1167-1179
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    publication date
    December 2002
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    author
    James H Stock
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    Mark W Watson
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    Identifiers

     
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