R 2 Bounds for Predictive Models: What Univariate Properties Tell us About Multivariate Predictability
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Publication:6634898
DOI10.1080/07350015.2017.1415909zbMATH Open1548.62587MaRDI QIDQ6634898FDOQ6634898
Authors: James Mitchell, Donald Robertson, Stephen E. Wright 
Publication date: 8 November 2024
Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)
Cites Work
- Forecasting Using Principal Components From a Large Number of Predictors
- Title not available (Why is that?)
- Investigating Causal Relations by Econometric Models and Cross-spectral Methods
- Methods for applied macroeconomic research.
- VAR analysis, nonfundamental representations, Blaschke matrices
- Time series analysis and simultaneous equation econometric models
- Multiple Time Series Analysis and the Final Form of Econometric Models
- Studying co-movements in large multivariate data prior to multivariate modelling
- Unobserved components and time series econometrics
- Handbook of economic forecasting. Volume 2. 2 volume set 2A-2B
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