Forecasting a regression relationship which varies over a large number of subpopulations

Forecasting using a large number of predictors is Bayesian regression a valid alternative to principal components?
von: De Mol, Christine
Veröffentlicht: (2006)

Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components? [... presented at the 8th Bundesbank spring conference (May 2006) on "New developments in Economic Forecasting"]
von: De Mol, Christine, et al.
Veröffentlicht: (2006)

Time Series Forecasting with Self-Adaptive Gaussian Process Regression
von: Haselbeck, Florian Franz Xaver
Veröffentlicht: (2023)

A relationship between regression and volability tests of market efficiency
von: Frankel, Jeffrey A. 1952-, et al.
Veröffentlicht: (1983)