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~institution:"Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia"
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Partial least squares
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data-rich forecasting methods
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dimension-reduction techniques
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dynamic factor models
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principal component regression
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Cubadda, Gianluca
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Guardabascio, Barbara
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Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia
Agricultural and Applied Economics Association - AAEA
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Department of Agricultural and Applied Economics, University of Georgia
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Department of Econometrics and Business Statistics, Monash Business School
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European Association of Agricultural Economists - EAAE
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International Association of Agricultural Economists - IAAE
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ifo Leibniz-Institut für Wirtschaftsforschung an der Universität München e.V.
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A Medium-N Approach to Macroeconomic Forecasting
Cubadda, Gianluca
;
Guardabascio, Barbara
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Centro di Studi Internazionali Sull'Economia e la …
-
2010
partial least squares and
principal
component
regression
provide consistent estimates of a stable autoregressive distributed …
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