Forecasting financial and macroeconomic variables using data reduction methods : new empirical evidence
Hyun Hak Kim; Norman R. Swanson
| Year of publication: |
2014
|
|---|---|
| Authors: | Kim, Hyun Hak ; Swanson, Norman R. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 178.2014, 1, p. 352-367
|
| Subject: | Bagging | Bayesian model averaging | Boosting | Diffusion index | Elastic net | Forecasting | Least angle regression | Non-negative garotte | Prediction | Reality check | Ridge regression | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Regressionsanalyse | Regression analysis | Frühindikator | Leading indicator | Statistische Methode | Statistical method | Wirtschaftsprognose | Economic forecast | Schätztheorie | Estimation theory | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010256842