Generalized Shrinkage Methods for Forecasting Using Many Predictors

Published 2012 View Full Article

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Title
Generalized Shrinkage Methods for Forecasting Using Many Predictors
Authors
Keywords
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Journal
JOURNAL OF BUSINESS & ECONOMIC STATISTICS
Volume 30, Issue 4, Pages 481-493
Publisher
Informa UK Limited
Online
2012-09-11
DOI
10.1080/07350015.2012.715956
References
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