Chapter 10 Forecasting with Many Predictors

Handbook of Economic Forecasting

Volumn 1, Issue , 2006, Pages 515-554

  Stock, James H ^a   Watson, Mark W ^b  

^a HARVARD UNIVERSITY   (United States)

^b PRINCETON UNIVERSITY   (United States)

Author keywords

Bayesian model averaging; dynamic factor models; empirical Bayes forecasts; forecast combining; principal components analysis; shrinkage forecasts

Indexed keywords

EID: 67649342377     PISSN: 15740706     EISSN: None     Source Type: Book Series    
DOI: 10.1016/S1574-0706(05)01010-4     Document Type: Review

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