Variable selection and inference for multi-period forecasting problems /
Pesaran, M. Hashem,1946-
Centre for Economic Policy Research (Great Britain)
Pick, Andreas.
Timmermann, Allan.
London : Centre for Economic Policy Research,
2009.
Title from cover.
"Financial economics and International macroeconomics."
Includes bibliographical references (p. 24-26).
Also available from the CEPR World Wide Web site (www.cepr.org).