Lasso-type and heuristic strategies in model selection and forecasting
Year of publication: |
2012
|
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Authors: | Savin, Ivan ; Winker, Peter |
Publisher: |
Jena : Friedrich Schiller University Jena and Max Planck Institute of Economics |
Subject: | Ökonometrisches Makromodell | Modellierung | Prognoseverfahren | Mathematische Optimierung | Heuristisches Verfahren | Theorie | Konjunkturindikator | Russland | Deutschland | adaptive lasso | elastic net | forecasting | genetic algorithms | heuristic methods | lasso | model selection |
Series: | Jena Economic Research Papers ; 2012,055 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 727623958 [GVK] hdl:10419/70138 [Handle] |
Classification: | C51 - Model Construction and Estimation ; C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C63 - Computational Techniques |
Source: |
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Lasso-type and Heuristic Strategies in Model Selection and Forecasting
Savin, Ivan, (2012)
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Lasso-type and heuristic strategies in model selection and forecasting
Savin, Ivan, (2012)
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A Comparative Study of the Lasso-type and Heuristic Model Selection Methods
Savin, Ivan, (2013)
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Forecasting Russian foreign trade comparative advantages in the context of a potential WTO accession
Savin, Ivan, (2009)
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Savin, Ivan, (2010)
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Heuristic model selection for leading indicators in Russia and Germany
Savin, Ivan, (2011)
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