Items where Author is "De Mol, C"

Article

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 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

Book Section

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