Macroeconomic forecasting using penalized regression methods
Year of publication: |
2018
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Authors: | Smeekes, Stephan ; Wijler, Etienne |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 34.2018, 3, p. 408-430
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Subject: | Forecasting | Lasso | Factor models | High-dimensional data | Cointegration | Prognoseverfahren | Forecasting model | Wirtschaftsprognose | Economic forecast | Regressionsanalyse | Regression analysis | Theorie | Theory | Kointegration | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis |
Description of contents: | Description [doi.org] |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Erratum enthalten in: Volume 37, issue 3 (July/September 2021), Seite 1317-1318 |
Other identifiers: | 10.1016/j.ijforecast.2018.01.001 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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