Search Results - subject:"Cross‐validation"

Forecasting with many predictors : is boosting a viable alternative?

Buchen, Teresa; Wohlrabe, Klaus - 2010

This paper evaluates the forecast performance of boosting, a variable selection device, and compares it with the forecast combination schemes and dynamic factor models presented in Stock and Watson (2006). Using the same data set and comparison methodology, we find that boosting is a serious...

Persistent link: https://www.econbiz.de/10008757436

Ultrahigh dimensional precision matrix estimation via refitted cross validation

Wang, Luheng; Chen, Zhao; Wang, Christina Dan; Li, Runze - In: Journal of econometrics 215 (2020) 1, pp. 118-130

Persistent link: https://www.econbiz.de/10012439399

Determining the number of factors in approximate factor models by twice K-fold cross validation

Wei, Jie; Chen, Hui - In: Economics letters 191 (2020), pp. 1-6

Persistent link: https://www.econbiz.de/10012508554

Half-panel jackknife estimation for dynamic panel models

Mehic, Adrian - In: Economics letters 190 (2020), pp. 1-5

Persistent link: https://www.econbiz.de/10012228135

A novel aproach to measuring consumer confidence

Bruijn, Bert de; Segers, Rene; Franses, Philip Hans - 2015

Persistent link: https://www.econbiz.de/10010507688

Targeted Learning of the Mean Outcome under an Optimal Dynamic Treatment Rule

van der Laan, Mark J.; Luedtke, Alexander R. - In: Journal of Causal Inference 3 (2015) 1, pp. 61-95

Abstract We consider estimation of and inference for the mean outcome under the optimal dynamic two time-point treatment rule defined as the rule that maximizes the mean outcome under the dynamic treatment, where the candidate rules are restricted to depend only on a user-supplied subset of the...

Persistent link: https://www.econbiz.de/10014610803

MDR method for nonbinary response variable

Bulinski, Alexander; Rakitko, Alexander - In: Journal of Multivariate Analysis 135 (2015) C, pp. 25-42

means of a prediction algorithm and K-fold cross-validation procedure is established. It is demonstrated that imposed …

Persistent link: https://www.econbiz.de/10011189573

Predictive performance of linear regression models

Özkale, M. - In: Statistical Papers 56 (2015) 2, pp. 531-567

In this paper, the cross-validation methods namely the <InlineEquation ID="IEq1"> <EquationSource Format … the biasing parameters are given so as to minimize the cross-validation methods. An example is given which illustrates the … versions and the restricted form of the biased estimator versions of cross-validation methods give better predictive …

Persistent link: https://www.econbiz.de/10011241324

A note on forecasting euro area inflation : leave-h-out cross validation combination as an alternative to model selection

Sorić, Petar; Lolić, Ivana - In: Central European journal of operations research : CEJOR … 23 (2015) 1, pp. 205-214

Persistent link: https://www.econbiz.de/10010482133

Should all microfinance institutions mobilize microsavings? : evidence from economies of scope

Delgado, Michael S.; Parmeter, Christopher F.; … - In: Empirical economics : a journal of the Institute for … 48 (2015) 1, pp. 193-225

Persistent link: https://www.econbiz.de/10011286473