Forecasting using a large number of predictors: Is Bayesian regression a valid alternative to principal components? (Discussion Paper, Series 1: Economic Studies)

von: Christine de Mol · Domenico Giannone · Lucrezia Reichlin

Taschenbuch

ISBN-13: 978-3-86558-207-2

ISBN-10: 3-86558-207-9

Deutsche Bundesbank · 2006