Forecast comparison of principal component regression and principal covariate regression

Christiaan Heij, Patrick J. F. Groenen, Dick van Dijk. Forecast comparison of principal component regression and principal covariate regression. Computational Statistics & Data Analysis, 51(7):3612-3625, 2007. [doi]

Authors

Christiaan Heij

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Patrick J. F. Groenen

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Dick van Dijk

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