Variable Selection and Inference for Multi-period Forecasting Problems

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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/1810/229448https://www.repository.cam.ac.uk/handle/1810/229448

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