├── .Rbuildignore ├── .gitignore ├── .lintr ├── .vscode └── settings.json ├── DESCRIPTION ├── LasForecast.Rproj ├── NAMESPACE ├── R ├── LasForecast.R ├── adalasso.R ├── bss.R ├── csr.R ├── data.R ├── debiased_ivx_est.R ├── l2relax.R ├── lasso_weight.R ├── lrcov.R ├── plot_auxiliaries.R ├── plot_functions.R ├── postlasso.R ├── read_me_test.r ├── roll_predict.R ├── roll_predict_l2relax.R ├── talasso.R ├── test_code.R ├── train.R └── utilities_functions.R ├── README.md ├── data-raw ├── FRED-MD.csv ├── INDPRO.csv ├── US_industry_prod.R ├── fred_md_data.csv ├── fred_qd.R └── fred_qd_data.csv ├── data ├── QD_Phillips.rda ├── US_industry_prod.rda ├── data_comb.rda ├── data_comb_sigma.rda ├── forecast_result.rda ├── raw_data_h1.rda └── test_data.rda ├── figs ├── figure1.png └── figure2.png ├── man ├── LasForecast.Rd ├── LasForecast_0.0.0.9000.pdf ├── US_industry_prod.Rd ├── adalasso.Rd ├── bss.Rd ├── bss.bic.Rd ├── csr.Rd ├── csr.bic.Rd ├── debias_ivx.Rd ├── est_sigma_mat.Rd ├── 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