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Comment

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  • James H. Stock
Abstract
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Suggested Citation

  • James H. Stock, 2016. "Comment," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(3), pages 339-341, July.
    • Handle: RePEc:taf:jnlbes:v:34:y:2016:i:3:p:339-341
    DOI: 10.1080/07350015.2016.1186030
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    References listed on IDEAS

    as
    1. Cheng, Xu & Hansen, Bruce E., 2015. "Forecasting with factor-augmented regression: A frequentist model averaging approach," Journal of Econometrics, Elsevier, vol. 186(2), pages 280-293.
    2. James H. Stock & Mark W. Watson, 2012. "Generalized Shrinkage Methods for Forecasting Using Many Predictors," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(4), pages 481-493, June.
    3. Onatski, Alexei, 2012. "Asymptotics of the principal components estimator of large factor models with weakly influential factors," Journal of Econometrics, Elsevier, vol. 168(2), pages 244-258.
    Full references (including those not matched with items on IDEAS)

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