Para acceder a los documentos con el texto completo, por favor, siga el siguiente enlace: http://hdl.handle.net/10230/27209
dc.contributor | Universitat Pompeu Fabra. Departament d'Economia i Empresa |
---|---|
dc.contributor.author | Carrasco, Marine |
dc.contributor.author | Rossi, Barbara, 1971- |
dc.date | 2016-04-01 |
dc.identifier.citation | https://econ-papers.upf.edu/ca/paper.php?id=1530 |
dc.identifier.citation | Journal of Business and Economic Statistics, 34(3): 313-338, 2016 |
dc.identifier.uri | http://hdl.handle.net/10230/27209 |
dc.format | application/pdf |
dc.language.iso | eng |
dc.relation | Economics and Business Working Papers Series; 1530 |
dc.rights | L'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative Commons |
dc.rights | info:eu-repo/semantics/openAccess |
dc.rights | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ |
dc.subject | Macroeconomics and International Economics |
dc.subject | Statistics, Econometrics and Quantitative Methods |
dc.subject | forecasting |
dc.subject | regularization methods |
dc.subject | factor models |
dc.subject | ridge |
dc.subject | partial least squares |
dc.subject | principal components |
dc.subject | sparsity |
dc.subject | large datasets |
dc.subject | variable selection |
dc.subject | gdp forecasts |
dc.subject | inflation forecasts |
dc.title | In-sample inference and forecasting in misspecified factor models |
dc.type | info:eu-repo/semantics/workingPaper |