Macroeconomic forecasting using penalized regression methods
Stephan Smeekes, Etienne Wijler
| Year of publication: |
2018
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|---|---|
| Authors: | Smeekes, Stephan ; Wijler, Etienne |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 34.2018, 3, p. 408-430
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| Subject: | Forecasting | Lasso | Factor models | High-dimensional data | Cointegration | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Kointegration | Schätztheorie | Estimation theory | Wirtschaftsprognose | Economic forecast | Faktorenanalyse | Factor analysis | Schätzung | Estimation |
| Description of contents: | Description [doi.org] |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Erratum enthalten in: Volume 37, issue 3 (July/September 2021), Seite 1317-1318 |
| Other identifiers: | 10.1016/j.ijforecast.2018.01.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012030998