Complete subset regressions with large-dimensional sets of predictors
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Publication:1657568
DOI10.1016/j.jedc.2015.03.004zbMath1401.62186OpenAlexW2125565015MaRDI QIDQ1657568
Graham Elliott, Antonio Gargano, Allan G. Timmermann
Publication date: 13 August 2018
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2015.03.004
Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Linear regression; mixed models (62J05) Economic time series analysis (91B84)
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Uses Software
Cites Work
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