Forecasting using a large number of predictors: Is Bayesian regression a valid alternative to principal components? - Valid time - Document - PDFSEARCH.IO

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	Forecasting using a large number of predictors: Is Bayesian regression a valid alternative to principal components? Add to Reading List Document Date: 2006-12-20 11:29:02 Open Document File Size: 640,51 KB Share Result on Facebook Currency pence / EUR / / / / IndustryTerm natural solution / Internet http / Organization Atlanta Federal Reserve / Econometric Society / Universite Libre de Bruxelles / Bundesbank / Reserve Bank of New Zealand / European Central Bank / / Person Mark Watson / Domenico Giannone / Marta Banbura / Chamberlain / James Hamilton / Christine De Mol / Lucrezia Reichlin / Farshid Vahid / Peter Vlaar / Christian Schumacher / D. Roosevelt / / / Position author / / Technology computationally demanding algorithms / Av / two algorithms / / URL http / SocialTag Time series analysis Bayesian statistics Statistical forecasting Linear regression Bayesian VAR Principal component regression Bayesian linear regression Bayesian inference Forecasting Statistics

Forecasting using a large number of predictors: Is Bayesian regression a valid alternative to principal components?Add to Reading List