Complete subset regressions with large-dimensional sets of predictors
Year of publication: |
2015
|
---|---|
Authors: | Elliott, Graham ; Gargano, Antonio ; Timmermann, Allan |
Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 54.2015, C, p. 86-110
|
Publisher: |
Elsevier |
Subject: | Complete subset regression | Macroeconomic forecasts | Forecast combination | Factor models |
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