Nonlinear forecasting with many predictors using kernel ridge regression
Peter Exterkate; Patrick J. F. Groenen; Christiaan Heij; Dick van Dijk
| Year of publication: |
2011
|
|---|---|
| Authors: | Exterkate, Peter ; Groenen, Patrick J. F. ; Heij, Christiaan ; Dijk, Dick van |
| Publisher: |
Amsterdam [u.a.] |
| Subject: | Regressionsanalyse | Regression analysis | Nichtlineare Regression | Nonlinear regression | Prognoseverfahren | Forecasting model | Monte-Carlo-Simulation | Monte Carlo simulation |
| Extent: | 29 S. graph. Darst. |
|---|---|
| Series: | Discussion paper / Tinbergen Institute. - Rotterdam [u.a.], ISSN 0929-0834, ZDB-ID 1336423-6. - Vol. 2011,007 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008809883