Forecasting economic time series using targeted predictors (Q299223): Difference between revisions

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+Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions
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+Prediction by Supervised Principal Components
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+Are more data always better for factor analysis?
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+Ideal spatial adaptation by wavelet shrinkage
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+Least angle regression. (With discussion)
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+The Generalized Dynamic Factor Model
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+Q4187195
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+How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation
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+Forecasting using a large number of predictors: is Bayesian shrinkage a valid alternative to principal components?
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+A new approach to variable selection in least squares problems
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+Forecasting Using Principal Components From a Large Number of Predictors
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+Q4864293
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+Regularization and Variable Selection Via the Elastic Net
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