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Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox
Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - 2013
This paper presents the Matlab package DeCo (Density Combination) which is based on the paper by Billio et al. (2013 … standard CPU computing and for Graphical Process Unit (GPU) parallel computing. For the GPU implementation we use the Matlab … with a speed up of the execution time up to seventy times compared to a standard CPU Matlab implementation on a multicore …
Persistent link: https://www.econbiz.de/10010326164
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Predicting the construction duration of building projects using artificial neural networks
Gab-Allah, Ahmed A.; Ibrahim, Ahmed Hamed; Hagras, Omar A. - In: International journal of applied management science 7 (2015) 2, pp. 123-141
Persistent link: https://www.econbiz.de/10011507394
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Parallel sequential Monto Carlo for efficient density combination : the deco matlab toolbox
Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - 2013
Persistent link: https://www.econbiz.de/10009756320
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A hitchhiker guide to empirical macro models
Canova, Fabio; Ferroni, Filippo - 2020
Persistent link: https://www.econbiz.de/10012321243
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A hitchhiker's guide to empirical macro models
Ferroni, Filippo; Canova, Fabio - 2021
This paper describes a package which uses MATLAB functions and routines to estimate VARs, local projections and other …
Persistent link: https://www.econbiz.de/10012617682
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Performance of long short-term memory artificial neural networks in nowcasting during the COVID-19 crisis
Hopp, Daniel - 2021
Persistent link: https://www.econbiz.de/10013536140
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Nowcasting real economic activity in the euro area : assessing the impact of qualitative surveys
Basselier, Raïsa; Antonio Liedo, David de; Langenus, Geert - 2017
This paper analyses the contribution of survey data, in particular various sentiment indicators, to nowcasts of quarterly euro area GDP. It uses a genuine real-time dataset that is constructed from original press releases in order to transform the actual dataflow into an interpretable flow of...
Persistent link: https://www.econbiz.de/10011772137
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Iassopack : model selection and prediction with regularized regression in stata
Ahrens, Achim; Hansen, Christian Bailey; Schaffer, Mark E. - 2019
This article introduces lassopack, a suite of programs for regularized regression in Stata. lassopack implements lasso, square-root lasso, elastic net, ridge regression, adaptive lasso and post-estimation OLS. The methods are suitable for the high-dimensional setting where the number of...
Persistent link: https://www.econbiz.de/10011972491
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Iassopack : Model Selection and Prediction with Regularized Regression in Stata
Ahrens, Achim - 2019
This article introduces lassopack, a suite of programs for regularized regression in Stata. lassopack implements lasso, square-root lasso, elastic net, ridge regression, adaptive lasso and post-estimation OLS. The methods are suitable for the high-dimensional setting where the number of...
Persistent link: https://www.econbiz.de/10012894061
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Forecasting facing economic shifts, climate change and evolving pandemics
Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F. - In: Econometrics : open access journal 10 (2022) 1, pp. 1-21
By its emissions of greenhouse gases, economic activity is the source of climate change which affects pandemics that in turn can impact badly on economies. Across the three highly interacting disciplines in our title, time-series observations are measured at vastly different data frequencies:...
Persistent link: https://www.econbiz.de/10012804940