Forecasting With Many Predictors. An Empirical Comparison
Year of publication: |
2011-02-17
|
---|---|
Authors: | González, Eliana |
Institutions: | BANCO DE LA REPÚBLICA |
Subject: | Partial least squares | Principal components | Ridge regression |
Series: | |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | 3 pages long |
Classification: | C11 - Bayesian Analysis ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications |
Source: |
-
Forecasting With Many Predictors. An Empirical Comparison
González, Eliana,
-
De Mol, Christine, (2006)
-
De Mol, Christine, (2006)
- More ...
-
Inflación y expectativas de inflación en Colombia
González, Eliana, (2010)
-
Estimations of the natural rate of interest in Colombia
González, Eliana, (2010)
-
Arango, Luis Eduardo, (2014)
- More ...