VARX-L : structured regularization for large vector autoregressions with exogenous variables
William B. Nicholson, David S. Matteson, Jacob Bien
| Year of publication: |
July-September 2017
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|---|---|
| Authors: | Nicholson, William B. ; Matteson, David S. ; Bien, Jacob |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 33.2017, 3, p. 627-651
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| Subject: | Big data | Forecasting | Group lasso | Macroeconometrics | Time series | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Big Data | Makroökonometrie |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2017.01.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011746195