The DOI matches its Crossref record; 38 of the 38 references it cites were found in a registry or an index.
Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?
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Citations
Cites
Regression shrinkage and selection via the lasso
Tibshirani, R. (1996) · Journal of the Royal Statistical Society Series B: Statistical Methodology · doi:10.1111/j.2517-6161.1996.tb02080.x · Cited by 51,482
The Elements of Statistical Learning
Hastie, T., Friedman, J., & Tibshirani, R. (2001) · Springer Series in Statistics · doi:10.1007/978-0-387-21606-5 · Cited by 24,162
Efron, B., Hastie, T., Johnstone, I., & Tibshirani, R. (2004) · The Annals of Statistics · doi:10.1214/009053604000000067 · Cited by 9,357
Atomic Decomposition by Basis Pursuit
Chen, S. S., Donoho, D. L., & Saunders, M. A. (2001) · SIAM Review · doi:10.1137/s003614450037906x · Cited by 5,085
An iterative thresholding algorithm for linear inverse problems with a sparsity constraint.
Daubechies, I., Defrise, M., & De Mol, C. (2004) · Communications on Pure and Applied Mathematics · doi:10.1002/cpa.20042 · Cited by 4,958
Self-citationDetermining the Number of Factors in Approximate Factor Models
Bai, J., & Ng, S. (2002) · Econometrica · doi:10.1111/1468-0262.00273 · Cited by 4,099
Forecasting Using Principal Components From a Large Number of Predictors
Stock, J. H., & Watson, M. W. (2002) · Journal of the American Statistical Association · doi:10.1198/016214502388618960 · Cited by 2,985
Macroeconomic Forecasting Using Diffusion Indexes
Stock, J. H., & Watson, M. W. (2002) · Journal of Business & Economic Statistics · doi:10.1198/073500102317351921 · Cited by 2,547
The Generalized Dynamic-Factor Model: Identification and Estimation
Forni, M., Hallin, M., Lippi, M., & Reichlin, L. (2000) · Review of Economics and Statistics · doi:10.1162/003465300559037 · Cited by 1,709
Self-citationInferential Theory for Factor Models of Large Dimensions
Bai, J. (2003) · Econometrica · doi:10.1111/1468-0262.00392 · Cited by 1,678
Cited by
Prior Selection for Vector Autoregressions
Giannone, D., Lenza, M., & Primiceri, G. E. (2015) · Review of Economics and Statistics · doi:10.1162/rest_a_00483 · Cited by 710
Self-citationNow-Casting and the Real-Time Data Flow
Bańbura, M., Giannone, D., Modugno, M., & Reichlin, L. (2013) · Handbook of Economic Forecasting · doi:10.1016/b978-0-444-53683-9.00004-9 · Cited by 448
Self-citationOnatski, A. (2012) · Journal of Econometrics · doi:10.1016/j.jeconom.2012.01.034 · Cited by 314
Gupta, R., Kabundi, A., & Miller, S. M. (2011) · Economic Modelling · doi:10.1016/j.econmod.2011.04.005 · Cited by 72
Metadata
- Authors
- De Mol, C., Giannone, D., & Reichlin, L.
- Venue
- Journal of Econometrics
- Publisher
- Elsevier BV
- Published
- 2008-10
- Volume
- 146
- Issue
- 2
- Pages
- 318-328
- ISSN
- 0304-4076 (ISSN-L)
- OpenAlex
- W3121553976
- Cited by
- 518
- References
- 38
- FWCI
- 25.63
- Type
- journal article
- Language
- en
- Open access
- green
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- De Mol, C., Giannone, D., & Reichlin, L. (2008). Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components? Journal of Econometrics. https://doi.org/10.1016/j.jeconom.2008.08.011
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Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
