Complete subset regressions with large-dimensional sets of predictors
type: Item
instance of: scholarly article
title: Complete subset regressions with large-dimensional sets of predictors
zbMATH Open document ID: 1401.62186
author: Graham Elliott
author: Antonio Gargano
author: Allan Timmermann
publication date: 2018-08-13T00:00:00Z
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 6917192
zbMATH Keywords: complete subset regression
zbMATH Keywords: macroeconomic forecasts
zbMATH Keywords: forecast combination
zbMATH Keywords: factor models
describes a project that uses: SSS
MaRDI profile type: Publication
full work available at URL: j.jedc.2015.03.004
OpenAlex ID: W2125565015
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cites work: Q4864293
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DOI: 10.1016/J.JEDC.2015.03.004
published in: Journal of Economic Dynamics and Control
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description: scientific article; zbMATH DE number 6917192