Localized neural network modelling of time series : a case study on us monetary policy
Jiti Gao, Fei Liu, Bin Peng and Yanrong Yang
Year of publication: |
[2024]
|
---|---|
Authors: | Gao, Jiti ; Liu, Fei ; Peng, Bin ; Yang, Yanrong |
Publisher: |
[Victoria, Australia] : [Monash University, Department of Econometrics and Business Statistics] |
Subject: | Dependent Wild Bootstrap | Group-LASSO | Semiparametric Model | Treatment Effects | Bootstrap-Verfahren | Bootstrap approach | Zeitreihenanalyse | Time series analysis | Neuronale Netze | Neural networks | Geldpolitik | Monetary policy | Nichtparametrisches Verfahren | Nonparametric statistics | Kausalanalyse | Causality analysis | Schätztheorie | Estimation theory |
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