Journal of the American Statistical Association
Vol. 97, Issue 460, Pages 1167-1179
December 1, 2002

HKS Authors

See citation below for complete author information.

James H. Stock Photo
James H. Stock
Professor of Public Policy, HKS; Harold Hitchings Burbank Professor of Political Economy, FAS

Citation

Stock, James H., and Mark W. Watson. "Forecasting Using Principal Components From a Large Number of Predictors." Journal of the American Statistical Association 97.460 (December 1, 2002): 1167-1179.