Group penalized unrestricted mixed data sampling model with application to forecasting US GDP growth
Year of publication: |
2018
|
---|---|
Authors: | Xu, Qifa ; Zhuo, Xingxuan ; Jiang, Cuixia ; Liu, Xi ; Liu, Yezheng |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 75.2018, p. 221-236
|
Subject: | Forecasting | GP-U-MIDAS | Group selection | High dimensionality | MIDAS regressions | Mixed frequency data | Wirtschaftsprognose | Economic forecast | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Stichprobenerhebung | Sampling | Schätzung | Estimation | Nationaleinkommen | National income | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
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