Items where Author is "De Mol, C"

De Mol, C, Giannone, D and Reichlin, L (2024) The Asymptotic Equivalence of Ridge and Principal Component Regression with Many Predictors. Econometrics and Statistics. ISSN 24523062 (In Press)

Reichlin, L, De Mol, C, Gautier, E, Giannone, D, Mullainathan, S, van Dijk, H and Wooldridge, J (2017) Big data in economics: evolution or revolution? In: Economics without borders. Cambridge University Press, Cambridge, pp. 612-632. ISBN 9781316636404

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