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James Stock
Harold Hitchings Burbank Professor of Political Economy
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James Stock
Harold Hitchings Burbank Professor of Political Economy
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Generalized Shrinkage Methods for Forecasting Using Many Predictors
Generalized Shrinkage Methods for Forecasting Using Many Predictors
Publication information:
Stock, Watson. Generalized Shrinkage Methods for Forecasting Using Many Predictors. Journal of Business & Economic Statistics. 2012;30(4):481–493.
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