Revisiting useful approaches to data-rich macroeconomic forecasting (Q1659116)

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Revisiting useful approaches to data-rich macroeconomic forecasting
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    Revisiting useful approaches to data-rich macroeconomic forecasting (English)
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    15 August 2018
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    macroeconomic forecasting
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    (weak) factor models
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    principal components
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    partial least squares
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    Bayesian ridge regression
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