High-Dimensional Forecasting with Known Knowns and Known Unknowns
Year of publication: |
2024
|
---|---|
Authors: | Pesaran, M. Hashem ; Smith, Ron P. |
Publisher: |
Munich : Center for Economic Studies and ifo Institute (CESifo) |
Subject: | forecasting | high-dimensional data | Lasso | OCMT | latent factors | principal components |
Series: | CESifo Working Paper ; 10931 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1880633736 [GVK] RePec:ces:ceswps:_10931 [RePEc] |
Classification: | C53 - Forecasting and Other Model Applications ; c55 ; E37 - Forecasting and Simulation ; E52 - Monetary Policy (Targets, Instruments, and Effects) |
Source: |
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High-dimensional forecasting with known knowns and known unknowns
Pesaran, M. Hashem, (2024)
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