Authors:
Kuzin, Vladimir
Marcellino, Massimiliano
Schumacher, Christian
Citation: Kuzin, Vladimir et al., Pooling versus model selection for nowcasting GDP with many predictors: empirical evidence for six industrialized countries, Journal of applied econometrics , 28(3), 2013, pp. 392-411
Citation: Kaufmann, Sylvia et Schumacher, Christian, Identifying relevant and irrelevant variables in sparse factor models, Journal of applied econometrics , 32(6), 2017, pp. 1123-1144