Macroeconomic Forecasting and Variable Selection with a Very Large Number of Predictors : A Penalized Regression Approach
Year of publication: |
2017
|
---|---|
Authors: | Uematsu, Yoshimasa |
Other Persons: | Tanaka, Shinya (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Regressionsanalyse | Regression analysis | Theorie | Theory | Prognoseverfahren | Forecasting model | Wirtschaftsprognose | Economic forecast |
Extent: | 1 Online-Ressource (48 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 3, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2927876 [DOI] |
Classification: | C13 - Estimation ; C32 - Time-Series Models ; C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications ; c55 |
Source: | ECONIS - Online Catalogue of the ZBW |
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