Macroeconomic forecasting using many predictors

Advances in Economics and Econometrics: Theory and Applications, Eighth World Congress, Volume III

Volumn , Issue , 2003, Pages 87-114

  Watson, Mark W ^a  

^a PRINCETON UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

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EID: 84926131779     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1017/CBO9780511610264.004     Document Type: Chapter

References (26)

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11. James, W. and C. Stein (1960), “Estimation with Quadratic Loss”, Proceedings of the Fourth Berkeley Symposium on Mathematical Statistics and Probability, 1, 361-379.
12. Knox, T., J. H. Stock, and M. W. Watson (2001), “Empirical Bayes Forecasts of One Time Series Using Many Predictors”, NBER Technical Working Paper 269.
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21. Stock, J. H. and M. W. Watson (1998), “Diffusion Indexes”, NBER Working Paper W6702.
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