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for the working paper

Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components?
Lucrezia Reichlin, Domenico Giannone and Christine De Mol
CEPR Discussion Papers from C.E.P.R. Discussion Papers
Read abstract and download full text files (if available) at EconPapers

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Access Statistics for the working paper
Month Downloads Abstract Views 
2006-0917
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2006-113251
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Statistics updated 2025-09-04