Reichlin, L, De Mol, C and Giannone, D (2008) Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components? Journal of Econometrics, 146 (2). pp. 318-328. ISSN 0304-4076
Official URL: http://linkinghub.elsevier.com/retrieve/pii/S03044...
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| Item Type: | Article |
|---|---|
| Subject Areas: | Economics |
| Date Deposited: | 16 May 2016 13:25 |
| Last Modified: | 05 Nov 2024 02:53 |
| URI: | https://lbsresearch.london.edu/id/eprint/220 |
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