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Forecasting by factors, by variables, by both or neither?

Name: The Institute for New Economic Thinking at the Oxford Martin School
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01 Apr 12

Citation:

Castle, J. L., M. P. Clements and David F. Hendry (2013). `Forecasting by factors, by variables, by both or neither?' Journal of Econometrics, 177: 305–319

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Forecasting by factors, by variables, by both or neither?

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