Forecasting by factors, by variables, by both or neither? (Q2453089): Difference between revisions

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+Q3255781
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+Forecasting economic time series using targeted predictors
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+Q3814573
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+Q5474887
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+Are more data always better for factor analysis?
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+Q5663204
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+Evaluating Automatic Model Selection
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+Model selection when there are multiple breaks
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+Forecasting with equilibrium-correction models during structural breaks
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+Automatic Selection for Non-linear Models
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+The Methodology and Practice of Econometrics
@@ Property / cites work: The Methodology and Practice of Econometrics / rank @@
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+Q5701580
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+Forecasting using a large number of predictors: is Bayesian shrinkage a valid alternative to principal components?
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+Q4593680
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+Handbook of economic forecasting. Volume 1
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+Tests of Conditional Predictive Ability
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+Pooling of forecasts
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+Automatic selection of indicators in a fully saturated regression
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+Q4593677
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+Some contributions to maximum likelihood factor analysis
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+Q5721534
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+Forecasting with nonstationary dynamic factor models
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+Forecasting Time Series Subject to Multiple Structural Breaks
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+Q5474890
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+Small sample properties of forecasts from autoregressive models under structural breaks
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+Selection of estimation window in the presence of breaks
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+Q4593683
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+Q4864293
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+Asymptotic Inference about Predictive Ability
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+Forecasting Sales by Exponentially Weighted Moving Averages
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