Pages that link to "Item:Q2511793"
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The following pages link to Forecasting financial and macroeconomic variables using data reduction methods: new empirical evidence (Q2511793):
Displaying 5 items.
- Forecasting with factor-augmented regression: a frequentist model averaging approach (Q494163) (← links)
- Boosting high dimensional predictive regressions with time varying parameters (Q2043255) (← links)
- Testing for structural stability of factor augmented forecasting models (Q2451804) (← links)
- Volatility forecasting of strategically linked commodity ETFs: gold-silver (Q4554245) (← links)
- Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets (Q4561854) (← links)
