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  • Search: subject:"Complete subset regression"
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Year of publication
Subject
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Complete subset regression 5 Forecasting model 4 Prognoseverfahren 4 Regression analysis 4 Regressionsanalyse 4 Factor models 3 Forecast combination 3 Theorie 3 Theory 3 Artificial intelligence 2 Estimation 2 Künstliche Intelligenz 2 Machine learning 2 Macroeconomic forecasts 2 Schätzung 2 Bitcoin 1 Brasilien 1 Brazil 1 Capital income 1 Complete subset quantile averaging 1 Corporate bond 1 Corporate bond return 1 Economic forecast 1 Emerging markets 1 Estimation theory 1 Expert forecasts 1 Factor analysis 1 Faktorenanalyse 1 Forecast 1 Inflation 1 Kapitaleinkommen 1 Kleinste-Quadrate-Methode 1 LASSO 1 Least squares method 1 Model confidence set 1 Modellierung 1 Mustererkennung 1 Out-of-sample performance 1 Pattern recognition 1 Prognose 1
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Undetermined 5
Type of publication
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Article 5
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4
Language
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English 4 Undetermined 1
Author
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Elliott, Graham 2 Gargano, Antonio 2 Timmermann, Allan 2 Cheng, Tingting 1 Garcia, Márcio Gomes Pinto 1 Jia, Zhimin 1 Jiang, Shan 1 Medeiros, Marcelo C. 1 Qiu, Yue 1 Vasconcelos, Gabriel F. R. 1 Zhao, Albert Bo 1
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Published in...
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Economics letters 1 Finance research letters 1 International journal of forecasting 1 Journal of Economic Dynamics and Control 1 Journal of economic dynamics & control 1
Source
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ECONIS (ZBW) 4 RePEc 1
Showing 1 - 5 of 5
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Complete subset averaging methods in corporate bond return prediction
Cheng, Tingting; Jiang, Shan; Zhao, Albert Bo; Jia, Zhimin - In: Finance research letters 54 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014472688
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Complete subset least squares support vector regression
Qiu, Yue - In: Economics letters 200 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012606827
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Real-time inflation forecasting with high-dimensional models : the case of Brazil
Garcia, Márcio Gomes Pinto; Medeiros, Marcelo C.; … - In: International journal of forecasting 33 (2017) 3, pp. 679-693
Persistent link: https://www.econbiz.de/10011746198
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Complete subset regressions with large-dimensional sets of predictors
Elliott, Graham; Gargano, Antonio; Timmermann, Allan - In: Journal of Economic Dynamics and Control 54 (2015) C, pp. 86-110
We analyze the complete subset regression (CSR) approach of Elliott et al. (2013) in situations with many possible …
Persistent link: https://www.econbiz.de/10011264276
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Cover Image
Complete subset regressions with large-dimensional sets of predictors
Elliott, Graham; Gargano, Antonio; Timmermann, Allan - In: Journal of economic dynamics & control 54 (2015), pp. 86-110
Persistent link: https://www.econbiz.de/10011587071
Saved in:
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