TY  - JOUR
TI  - Forecasting Using Principal Components From a Large Number of Predictors
AU  - James H Stock
AU  - Mark W Watson
JO  - Journal of the American Statistical Association
PY  - 2002
VL  - 97
IS  - 460
DO  - 10.1198/016214502388618960
UR  - https://doi.org/10.1198/016214502388618960
ER  -


TY  - JOUR
TI  - Comparing Predictive Accuracy
AU  - Francis X. Diebold
AU  - Roberto S. Mariano
JO  - Journal of Business & Economic Statistics
PY  - 1995
VL  - 13
IS  - 3
DO  - 10.1080/07350015.1995.10524599
UR  - https://doi.org/10.1080/07350015.1995.10524599
ER  -


TY  - JOUR
TI  - Tests of Conditional Predictive Ability
AU  - Raffaella Giacomini
AU  - Halbert White
JO  - Econometrica
PY  - 2006
VL  - 74
IS  - 6
DO  - 10.1111/j.1468-0262.2006.00718.x
UR  - https://doi.org/10.1111/j.1468-0262.2006.00718.x
ER  -


TY  - JOUR
TI  - Regression Shrinkage and Selection Via the Lasso
AU  - Robert Tibshirani
JO  - Journal of the Royal Statistical Society Series B: Statistical Methodology
PY  - 1996
VL  - 58
IS  - 1
DO  - 10.1111/j.2517-6161.1996.tb02080.x
UR  - https://doi.org/10.1111/j.2517-6161.1996.tb02080.x
ER  -


TY  - JOUR
TI  - Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
AU  - Gary Koop
AU  - Dimitris Korobilis
JO  - Foundations and Trends® in Econometrics
PY  - 2010
VL  - 3
IS  - 4
DO  - 10.1561/0800000013
UR  - https://doi.org/10.1561/0800000013
ER  -