Variable selection in predictive regressions
Serena Ng (Columbia University)
| Year of publication: |
[2013]
|
|---|---|
| Authors: | Ng, Serena |
| Published in: |
Handbook of economic forecasting ; Volume 2B. - Amsterdam : North Holland, ISBN 978-0-444-62731-5. - 2013, p. 753-789
|
| Subject: | Principal components | Factor models | Regularization | Information Criteria | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011507028