Forecasting using a large number of predictors: Bayesian model averaging versus principal components regression
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As found by EconAcademics.org, the blog aggregator for Economics research:- Summer Reading
by Dave Giles in Econometrics Beat: Dave Giles' Blog on 2013-07-03 03:16:00
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2013-06-16 (Econometrics)
- NEP-FOR-2013-06-16 (Forecasting)
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