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~subject:"Forecasting model"
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Search: subject:"shrinkage estimation"
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Forecasting model
Shrinkage estimation
39
Estimation theory
22
Schätztheorie
22
shrinkage estimation
22
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12
Shrinkage Estimation
9
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8
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7
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nonlinear shrinkage estimation
7
random matrix theory
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4
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4
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4
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4
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3
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3
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3
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Camehl, Annika
2
Cubadda, Gianluca
2
Paolella, Marc S.
2
Bernardini, Emmanuela
1
Exterkate, Peter
1
Gao, Zhan
1
Guardabascio, Barbara
1
Habibnia, Ali
1
Lee, Ji Hyung
1
Li, Jiahan
1
Maasoumi, Esfandiar
1
Polak, Pawel
1
Shi, Zhentao
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International journal of forecasting
3
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ECONIS (ZBW)
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1
Penalized estimation of panel vector autoregressive models : a panel LASSO approach
Camehl, Annika
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1185-1204
Persistent link: https://www.econbiz.de/10014465265
Saved in:
2
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
3
On LASSO for predictive regression
Lee, Ji Hyung
;
Shi, Zhentao
;
Gao, Zhan
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 322-349
Persistent link: https://www.econbiz.de/10013441886
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4
Model selection methods for panel vector autoregressive models
Camehl, Annika
-
2018
Persistent link: https://www.econbiz.de/10012154338
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5
Forecasting in big data environments : an adaptable and automated
shrinkage
estimation
of neural networks (AAShNet)
Habibnia, Ali
;
Maasoumi, Esfandiar
- In:
Journal of quantitative economics
19
(
2021
),
pp. 363-381
Persistent link: https://www.econbiz.de/10013441731
Saved in:
6
Representation, estimation and forecasting of the multivariate index-augmented autoregressive model
Cubadda, Gianluca
;
Guardabascio, Barbara
- In:
International journal of forecasting
35
(
2019
)
1
,
pp. 67-79
Persistent link: https://www.econbiz.de/10012300575
Saved in:
7
Equity premium prediction : the role of economic and statistical constraints
Li, Jiahan
;
Tsiakas, Ilias
- In:
Journal of financial markets
36
(
2017
),
pp. 56-75
Persistent link: https://www.econbiz.de/10011820360
Saved in:
8
Modelling issues in kernel ridge regression
Exterkate, Peter
-
2011
Persistent link: https://www.econbiz.de/10009720743
Saved in:
9
Multivariate asset return prediction with mixture models
Paolella, Marc S.
- In:
The European journal of finance
21
(
2015
)
13/15
,
pp. 1214-1252
Persistent link: https://www.econbiz.de/10011419842
Saved in:
10
Macroeconomic forecasting and structural analysis through regularized reduced-rank regression
Bernardini, Emmanuela
;
Cubadda, Gianluca
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 682-691
Persistent link: https://www.econbiz.de/10011474523
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