Variable Selection and Inference for Multi-period Forecasting Problems

Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan

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Authors

Pesaran, M. Hashem

Pick, Andreas

Timmermann, Allan

Publication Date

2009-01

Series

Cambridge Working Papers in Economics

Publisher

Faculty of Economics

Type

Working Paper

Metadata

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Citation

Pesaran, M. H., Pick, A., & Timmermann, A. (2009). Variable Selection and Inference for Multi-period Forecasting Problems. https://doi.org/10.17863/CAM.5647

Identifiers

CWPE0901

This record's DOI: https://doi.org/10.17863/CAM.5647

This record's URL: http://www.dspace.cam.ac.uk/handle/1810/229448 https://www.repository.cam.ac.uk/handle/1810/229448

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