Penalized time series regression
Year of publication: |
2020
|
---|---|
Authors: | Kock, Anders Bredahl ; Medeiros, Marcelo C. ; Vasconcelos, Gabriel |
Published in: |
Macroeconomic forecasting in the era of big data : theory and practice. - Cham, Switzerland : Springer, ISBN 978-3-030-31149-0. - 2020, p. 193-228
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
-
Computing the update of the repeated median regression line in linear time
Bernholt, Thorsten, (2002)
-
Approximating risk premium on a parametric arbitrage-free term structure model
Almeida, Caio, (2014)
-
Lee, Mei-Yu, (2014)
- More ...
-
Short-term Covid-19 forecast for latecomers
Medeiros, Marcelo C., (2021)
-
Forecasting Inflation in a Data-Rich Environment : The Benefits of Machine Learning Methods
Medeiros, Marcelo C., (2019)
-
Short-term Covid-19 forecast for latecomers
Medeiros, Marcelo C., (2021)
- More ...