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Forecasting macroeconomic time series: LASSO-based approaches and their forecast combinations with dynamic factor models
16 references·7 citing·31 second hop
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  • 1969The Combination of Forecasts3,194 cited
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  • 2006Chapter 4 Forecast Combinations

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

1,318 cited
  • 2004Combination forecasts of output growth in a seven‐country data set1,138 cited
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    • 2020Multivariate volatility forecasts for stock market indices47 cited
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