most citedSparse structures with LASSO through Principal Components: forecasting GDP components in the short-run

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econ.EM2019★ 15 cited

Sparse structures with LASSO through Principal Components: forecasting GDP components in the short-run

Saulius Jokubaitis, Dmitrij Celov, Remigijus Leipus

This paper aims to examine the use of sparse methods to forecast the real, in the chain-linked volume sense, expenditure components of the US and EU GDP in the short-run sooner tha…