Forecasting macroeconomic variables in data-rich environments
Year of publication: |
January 2016
|
---|---|
Authors: | Medeiros, Marcelo C. ; Vasconcelos, Gabriel F. R. |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 138.2016, p. 50-52
|
Subject: | Big data | Forecasting | LASSO | Shrinkage | Model selection | Prognoseverfahren | Forecasting model | Big Data | Modellierung | Scientific modelling | Wirtschaftsprognose | Economic forecast | Zeitreihenanalyse | Time series analysis | Wirtschaftsindikator | Economic indicator | Data Mining | Data mining | VAR-Modell | VAR model |
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