Macroeconomic forecasting for Australia using a large number of predictors
Anastasios Panagiotelis, George Athanasopoulos, Rob J. Hyndman, Bin Jiang, Farshid Vahid
| Year of publication: |
2019
|
|---|---|
| Authors: | Panagiotelis, Anastasios ; Athanasopoulos, George ; Hyndman, Rob J. ; Jiang, Bin ; Vahid, Farshid |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 35.2019, 2, p. 616-633
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| Subject: | Bagging | Bayesian VAR | Dynamic factor model | Least angular regression | Regularization | Ridge regression | Shrinkage | Prognoseverfahren | Forecasting model | Australien | Australia | Wirtschaftsprognose | Economic forecast | Bayes-Statistik | Bayesian inference | Regressionsanalyse | Regression analysis | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
| Description of contents: | Description [doi.org] |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Erratum enthalten in: International journal of forecasting, Volume 37, issue 3 (July/September 2021), Seite 1321-1322 |
| Other identifiers: | 10.1016/j.ijforecast.2018.12.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012300705