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  -