Forecasting Using a Large Number of Predictors : Is Bayesian Regression a Valid Alternative to Principal Components?
| Year of publication: |
2016
|
|---|---|
| Authors: | De Mol, Christine |
| Other Persons: | Giannone, Domenico (contributor) ; Reichlin, Lucrezia (contributor) |
| Publisher: |
[2016]: [S.l.] : SSRN |
| Subject: | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model | Theorie | Theory | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Zeitreihenanalyse | Time series analysis |
| Description of contents: |
This paper considers Bayesian regression with normal and doubleexponential
|
| Extent: | 1 Online-Ressource (48 p) |
|---|---|
| Series: | Bundesbank Series 1 Discussion Paper ; No. 2006,32 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2006 erstellt |
| Other identifiers: | 10.2139/ssrn.2785259 [DOI] |
| Classification: | C33 - Models with Panel Data ; C13 - Estimation ; C53 - Forecasting and Other Model Applications ; C11 - Bayesian Analysis |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012991173