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  • Search: subject:"Hauptkomponentenregression"
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Year of publication
Subject
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Bayes-Statistik 4 Hauptkomponentenregression 4 Prognoseverfahren 4 Theorie 4 VAR-Modell 4 Zeitreihenanalyse 4 Bayesian inference 3 Forecasting model 3 Regression analysis 3 Regressionsanalyse 3 Theory 3 Time series analysis 3 VAR model 3 Bayesian VAR 1 Lasso regression 1 Regression 1 large cross-sections 1 principal components 1 ridge regression 1
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Online availability
All
Free 2 Undetermined 1
Type of publication
All
Book / Working Paper 4
Type of publication (narrower categories)
All
Working Paper 4 Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3
Language
All
English 4
Author
All
De Mol, Christine 4 Giannone, Domenico 4 Reichlin, Lucrezia 4
Published in...
All
Discussion Paper Series 1 1 Discussion paper / Centre for Economic Policy Research 1 Discussion paper / Deutsche Bundesbank 1 Working paper series / European Central Bank 1
Source
All
ECONIS (ZBW) 3 EconStor 1
Showing 1 - 4 of 4
Cover Image
Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components?
De Mol, Christine; Giannone, Domenico; Reichlin, Lucrezia - 2006
This paper considers Bayesian regression with normal and doubleexponential priors as forecasting methods based on large panels of time series. We show that, empirically, these forecasts are highly correlated with principal component forecasts and that they perform equally well for a wide range...
Persistent link: https://www.econbiz.de/10010295821
Saved in:
Cover Image
Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components?
De Mol, Christine (contributor);  … - 2006
This paper considers Bayesian regression with normal and doubleexponential priors as forecasting methods based on large panels of time series. We show that, empirically, these forecasts are highly correlated with principal component forecasts and that they perform equally well for a wide range...
Persistent link: https://www.econbiz.de/10003380561
Saved in:
Cover Image
Forecasting using a large number of predictors : is Bayesian regression a valid alternative to principal components?
De Mol, Christine; Giannone, Domenico; Reichlin, Lucrezia - 2006
Persistent link: https://www.econbiz.de/10003381781
Saved in:
Cover Image
Forecasting using a large number of predictors : is Bayesian regression a valid alternative to principal components?
De Mol, Christine (contributor);  … - 2006
This paper considers Bayesian regression with normal and doubleexponential priors as forecasting methods based on large panels of time series. We show that, empirically, these forecasts are highly correlated with principal component forecasts and that they perform equally well for a wide range...
Persistent link: https://www.econbiz.de/10003397990
Saved in:
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