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Forecasting macroeconomic time series: LASSO-based approaches and their forecast combinations with dynamic factor models

Forecasting MethodologyEconomicsEconomic ForecastingLasso-based ApproachesEngineeringMacroeconomicsPredictive AnalyticsMacroeconomic Time SeriesBusinessEconometricsEconomic AnalysisMacroeconomic ForecastingForecastingDynamic Factor ModelsStatisticsFinance