In-sample inference and forecasting in misspecified factor models
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- dc.contributor.author Carrasco, Marineca
- dc.contributor.author Rossi, Barbara, 1971-ca
- dc.contributor.other Universitat Pompeu Fabra. Departament d'Economia i Empresaca
- dc.date.issued 2016-04-01ca
- dc.date.modified 2016-10-01T02:50:42Zca
- dc.format.mimetype application/pdfca
- dc.identifier https://econ-papers.upf.edu/ca/paper.php?id=1530ca
- dc.identifier.citation Journal of Business and Economic Statistics, 34(3): 313-338, 2016ca
- dc.identifier.uri http://hdl.handle.net/10230/27209ca
- dc.language.iso engca
- dc.relation.ispartofseries Economics and Business Working Papers Series; 1530ca
- dc.rights L'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative Commonsca
- dc.rights.accessRights info:eu-repo/semantics/openAccessca
- dc.rights.uri http://creativecommons.org/licenses/by-nc-nd/3.0/es/ca
- dc.subject.keyword Macroeconomics and International Economicsca
- dc.subject.keyword Statistics, Econometrics and Quantitative Methodsca
- dc.subject.keyword forecastingca
- dc.subject.keyword regularization methodsca
- dc.subject.keyword factor modelsca
- dc.subject.keyword ridgeca
- dc.subject.keyword partial least squaresca
- dc.subject.keyword principal componentsca
- dc.subject.keyword sparsityca
- dc.subject.keyword large datasetsca
- dc.subject.keyword variable selectionca
- dc.subject.keyword gdp forecastsca
- dc.subject.keyword inflation forecastsca
- dc.title In-sample inference and forecasting in misspecified factor modelsca
- dc.type info:eu-repo/semantics/workingPaperca