Sparse structures with LASSO through principal components : forecasting GDP components in the short-run
Saulius Jokubaitis, Dmitrij Celov, Remigijus Leipus
| Year of publication: |
2021
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|---|---|
| Authors: | Jokubaitis, Saulius ; Celov, Dmitrij ; Leipus, Remigijus |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 37.2021, 2, p. 759-776
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| Subject: | Adaptive LASSO | GDP components | LASSO | Nowcasting | Principal components analysis | Relaxed LASSO | Variable selection | Prognoseverfahren | Forecasting model | Bruttoinlandsprodukt | Gross domestic product | Nationaleinkommen | National income | Theorie | Theory | Hauptkomponentenanalyse | Principal component analysis | Regressionsanalyse | Regression analysis | Wirtschaftsprognose | Economic forecast | Faktorenanalyse | Factor analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2020.09.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012792868