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Title:
Thresholded Generalized Principal Component Regression: Forecasting with Many Predictors

Speaker:
Mohsen Pourahmadi

Link:
http://www.birs.ca/events/2014/5-day-workshops/14w5157/videos/watch/201404291433-Pourahmadi.html

Workshop:
Birs- 14w5157: Recent Advances and Trends in Time Series Analysis: Nonlinear Time Series, High Dimensional Inference and Beyond