Travail de recherche/Working paper
Titre:
  • Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components?
Auteur:De Mol, Christine; Giannone, Domenico; Reichlin, Lucrezia
Informations sur la publication:European Central Bank
Statut de publication:Publié, 2006-12
series:ECB Working Paper Series
Sujet CREF:Economie
Volumes/pages:33 p.
Langue:Anglais
Identificateurs:RePEc:ulb:ulbeco:2013/6445
dg-0024

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