Journal article

Complete subset regressions

Graham Elliott, Antonio Gargano, Allan Timmermann

Journal of Econometrics | ELSEVIER SCIENCE SA | Published : 2013

DOI: 10.1016/j.jeconom.2013.04.017

University of Melbourne Researchers

Citation metrics

57Web of Science
67Scopus
81Dimensions

Keywords

Science & Technology
Selection
Model
Economics
Combination
Mathematical Methods in Social Sciences
Forecast Combination
Priors
Mathematics, Interdisciplinary Applications
Shrinkage
Mathematics
Stock Return Predictability
Physical Sciences
Regularization
Social Sciences, Mathematical Methods
Time-Series
Social Sciences
Business & Economics
Subset Regression