@techreport{20.500.12134/5660,
author = {González-Molano, Eliana Rocío},
year = {2011},
month = {2},
url = {https://repositorio.banrep.gov.co/handle/20.500.12134/5660},
abstract = {Three methodologies of estimation of models with many predictors are implemented to forecast Colombian inflation. Two factor models, based on principal components, and partial least squares, as well as a Bayesian regression, known as Ridge regression are},
publisher = {Banco de la República},
booktitle = {Borradores de Economía},
volume = {Borradores de Economía; No. 643},
title = {Forecasting with many predictors: an empirical comparison},
keywords = {Partial least squares},
keywords = {Principal components},
keywords = {Ridge regression},
doi = {https://doi.org/10.32468/be.643},
}