The three-pass regression filter: a new approach to forecasting using many predictors (Q494165): Difference between revisions

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+Inferential Theory for Factor Models of Large Dimensions
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+Determining the Number of Factors in Approximate Factor Models
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+Forecasting economic time series using targeted predictors
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+Revisiting useful approaches to data-rich macroeconomic forecasting
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+Unexplained factors and their effects on second pass \(R\)-squared's
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+Asymptotics of the principal components estimator of large factor models with weakly influential factors
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+Forecasting Using Principal Components From a Large Number of Predictors
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+Asymptotic Inference about Predictive Ability
@@ Property / cites work: Asymptotic Inference about Predictive Ability / rank @@
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+Q5617408
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