Group penalized unrestricted mixed data sampling model with application to forecasting US GDP growth
Qifa Xu, Xingxuan Zhuo, Cuixia Jiang, Xi Liu, Yezheng Liu
| Year of publication: |
2018
|
|---|---|
| Authors: | Xu, Qifa ; Zhuo, Xingxuan ; Jiang, Cuixia ; Liu, Xi ; Liu, Yezheng |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 75.2018, p. 221-236
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| Subject: | Forecasting | GP-U-MIDAS | Group selection | High dimensionality | MIDAS regressions | Mixed frequency data | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Stichprobenerhebung | Sampling | Wirtschaftsprognose | Economic forecast | Nationaleinkommen | National income | Frühindikator | Leading indicator | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2018.06.021 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012101481