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Macroeconomic forecasting for Australia using a large number of predictors

Panagiotelis, Anastasios; Athanasopoulos, George; … - In: International journal of forecasting 35 (2019) 2, pp. 616-633

Persistent link: https://www.econbiz.de/10012300705

Macroeconomic forecasting for Australia using a large number of predictors

Jiang, Bin; Athanasopoulos, George; Hyndman, Rob J.; … - 2016

Persistent link: https://www.econbiz.de/10011781960

Forecasting using sparse cointegration

Wilms, Ines; Croux, Christophe - In: International journal of forecasting 32 (2016) 4, pp. 1256-1267

Persistent link: https://www.econbiz.de/10011622146

Switching-regime regression for modeling and predicting a stock market return

Szulczyk, Kenneth R.; Zhang, Changyong - In: Empirical economics : a journal of the Institute for … 59 (2020) 5, pp. 2385-2403

Persistent link: https://www.econbiz.de/10012314364

Conditional predictive ability of exchange rates in long run regressions

Pincheira, Pablo - In: Revista de análisis económico 28 (2013) 2, pp. 3-35

Persistent link: https://www.econbiz.de/10011498130

Nonlinear forecasting with many predictors using Kernel ridge regression

Exterkate, Peter; Groenen, Patrick J. F.; Heij, Christiaan - 2011

This paper puts forward kernel ridge regression as an approach for forecasting with many predictors that are related nonlinearly to the target variable. In kernel ridge regression, the observed predictor variables are mapped nonlinearly into a high-dimensional space, where estimation of the...

Persistent link: https://www.econbiz.de/10011382698