Variable selection, estimation and inference for multi-period forecasting problems

H Pesaran, Andreas Pick, A Timmermann

Research output: Contribution to journalArticleAcademicpeer-review

44 Citations (Scopus)
Original languageEnglish
Pages (from-to)173-187
Number of pages15
JournalJournal of Econometrics
Volume164
Issue number1
DOIs
Publication statusPublished - 2011

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