Impact of dimensionality reduction and factor selection methodology on African GDP forecasts

Additional Metadata
Keywords	Big Data; dimensionality reduction; factor selection; factor models; machine learning; variable selection; shrinkage
Thesis Advisor	Franses, PHBF
Persistent URL	hdl.handle.net/2105/59926
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA APA Style APA-ALL Style AAA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Schnabl, M. (2021). Impact of dimensionality reduction and factor selection methodology on African GDP forecasts. In Econometrie.http://hdl.handle.net/2105/59926

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