Predictor preselection for mixed-frequency dynamic factor models : a simulation study with an empirical application to GDP nowcasting
Domenic Franjic, Karsten Schweikert
| Year of publication: |
2025
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|---|---|
| Authors: | Franjic, Domenic ; Schweikert, Karsten |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 44.2025, 2, p. 255-269
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| Subject: | elastic net | high-dimensional | soft-thresholding | targeted predictors | variable selection | Prognoseverfahren | Forecasting model | Faktorenanalyse | Factor analysis | Simulation | Bruttoinlandsprodukt | Gross domestic product | Theorie | Theory | Schätzung | Estimation | Frühindikator | Leading indicator | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.3193 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015374018