Forecasting using a large number of predictors
Subtitle: is Bayesian regression a valid alternative to principal components?
By: by Christine De Mol, Domenico Giannone and Lucrezia Reichlin
Contributors: Giannone, Domenico; Reichlin, Lucrezia; European Central Bank
Series: Working paper series / European Central Bank -- working paper no. 700; Working paper series (European Central Bank) -- working paper no. 700
Publisher: European Central Bank
Published: 2006
Place of publication: Frankfurt am Main, Germany
Language: eng
Notes: "December 2006"