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  • Search: subject:"LASSO"
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Year of publication
Subject
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LASSO 301 Lasso 237 Prognoseverfahren 222 Forecasting model 218 Theorie 209 Regressionsanalyse 203 Theory 201 Regression analysis 200 Schätztheorie 187 Estimation theory 186 Artificial intelligence 129 Künstliche Intelligenz 129 Estimation 91 Schätzung 91 Zeitreihenanalyse 79 Time series analysis 75 Volatility 60 Volatilität 60 lasso 54 Portfolio selection 51 Portfolio-Management 51 Forecasting 48 Capital income 47 Kapitaleinkommen 47 Panel 47 Panel study 47 VAR-Modell 44 Variable selection 44 Risiko 41 Risk 41 VAR model 41 Forecast 40 Prognose 40 Factor analysis 38 Faktorenanalyse 37 Machine learning 37 Bayes-Statistik 35 ARCH model 34 ARCH-Modell 34 machine learning 34
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Online availability
All
Free 504 Undetermined 455 CC license 38
Type of publication
All
Article 600 Book / Working Paper 398 Other 5
Type of publication (narrower categories)
All
Article in journal 479 Aufsatz in Zeitschrift 479 Working Paper 293 Graue Literatur 204 Non-commercial literature 204 Arbeitspapier 193 Article 28 Hochschulschrift 6 research-article 6 Aufsatz im Buch 4 Book section 4 Conference paper 4 Konferenzbeitrag 4 Thesis 4 Collection of articles of several authors 3 Sammelwerk 3 Aufsatzsammlung 2 Conference Paper 2 Preprint 1 Research Report 1
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Language
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English 839 Undetermined 154 German 4 Spanish 3 French 2 Russian 1
Author
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Medeiros, Marcelo C. 27 Chernozhukov, Victor 26 Härdle, Wolfgang 24 Härdle, Wolfgang Karl 19 Kock, Anders Bredahl 19 Su, Liangjun 18 Wang, Weining 16 Callot, Laurent 15 Belloni, Alexandre 13 Croux, Christophe 12 Diebold, Francis X. 12 Caner, Mehmet 11 Hansen, Christian Bailey 11 Kristensen, Johannes Tang 10 Stengos, Thanasēs 10 Audrino, Francesco 9 Gupta, Rangan 9 Mendes, Eduardo F. 9 Pesaran, M. Hashem 9 Yılmaz, Kamil 9 Fernández-Val, Iván 8 Huang, Chen 8 Kim, Hyeongwoo 8 Schneider, Ulrike 8 Siliverstovs, Boriss 8 Behera, Sarthak 7 Honda, Toshio 7 Kim, Soohyon 7 Liu, Laura 7 Ofori, Isaac Kwesi 7 Panagiōtidēs, Theodōros 7 Seo, Myung Hwan 7 Wilms, Ines 7 Yamada, Hiroshi 7 De Mol, Christine 6 Giannone, Domenico 6 Korobilis, Dimitris 6 Nasekin, Sergey 6 Reichlin, Lucrezia 6 Savin, Ivan 6
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Institution
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School of Economics and Management, University of Aarhus 13 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 13 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 7 Cowles Foundation for Research in Economics, Yale University 4 HAL 3 School of Economics and Political Science, Universität St. Gallen 3 School of Economics, Singapore Management University 3 Tinbergen Instituut 3 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 2 KOF Swiss Economic Institute, Department of Management, Technology and Economics (D-MTEC) 2 London School of Economics (LSE) 2 Rimini Centre for Economic Analysis (RCEA) 2 Banca d'Italia 1 Barcelona Graduate School of Economics (Barcelona GSE) 1 C.E.P.R. Discussion Papers 1 COMISEF 1 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 1 Crawford School of Public Policy, Australian National University 1 Department of Econometrics and Business Statistics, Monash Business School 1 Department of Economics and Business, Universitat Pompeu Fabra 1 Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1 Deutsche Bundesbank 1 Dipartimento di Economia, Management e Metodi Quantitativi (DEMM), Università degli Studi di Milano 1 Dipartimento di Scienze Economiche e Statistiche (DISES), Università degli Studi di Salerno 1 Economics Department, University of Strathclyde 1 European Central Bank 1 Faculteit Economie en Bedrijfskunde, Universiteit Gent 1 Federal Reserve Bank of Philadelphia 1 Institut für Finanzwissenschaft, Fakultät für Volkswirtschaft und Statistik 1 Institutet för Näringslivsforskning (IFN) 1 Leibniz-Institut für Wirtschaftsforschung Halle 1 Nationalekonomiska Institutionen, Ekonomihögskolan 1 Solvay Brussels School of Economics and Management, Université Libre de Bruxelles 1 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 1 Toulouse School of Economics (TSE) 1 University of California, San Diego / Department of Economics 1 Wiener Institut für Internationale Wirtschaftsvergleiche, wiiw 1 Wirtschaftswissenschaftliche Fakultät, Friedrich-Schiller-Universität Jena 1
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Published in...
All
Journal of econometrics 36 Finance research letters 27 Computational Statistics & Data Analysis 26 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 19 International journal of forecasting 18 Econometric reviews 16 CEMMAP working papers / Centre for Microdata Methods and Practice 14 cemmap working paper 14 CREATES Research Papers 13 Energy economics 13 MPRA Paper 13 Applied economics 12 SFB 649 Discussion Paper 12 Economics letters 10 Computational Statistics 9 Econometrics : open access journal 9 Journal of Multivariate Analysis 9 Journal of forecasting 9 Management science : journal of the Institute for Operations Research and the Management Sciences 9 SFB 649 discussion paper 9 Discussion paper / Tinbergen Institute 8 Discussion paper series / IZA 8 European journal of operational research : EJOR 8 IZA Discussion Papers 8 Journal of empirical finance 8 Working Paper 8 Applied economics letters 7 Econometrics 7 International review of economics & finance : IREF 7 Quantitative finance 7 SFB 649 Discussion Papers 7 Texto para discussão 7 The econometrics journal 7 Tinbergen Institute Discussion Paper 7 Working paper series / Department of Economics, Auburn University 7 Computational economics 6 IRTG 1792 Discussion Paper 6 International review of financial analysis 6 Journal of Risk and Financial Management 6 Journal of financial econometrics 6
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Source
All
ECONIS (ZBW) 692 RePEc 164 EconStor 132 BASE 8 Other ZBW resources 7
Showing 1 - 10 of 1,003
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Measuring non-R&D drivers of innovation: The case of SMEs in lagging regions
Reher, Leonie; Runst, Petrik; Thomä, Jörg; Bizer, Kilian - 2024
of conceptually derived indicators is used in a self-conducted survey. Using lasso regression as a data-driven selection … Erhebung erhoben und ausgewertet. Unter Verwendung der Lasso-Regression als datengetriebene Selektionsmethode, die in der Lage …
Persistent link: https://www.econbiz.de/10014577311
Saved in:
Cover Image
Measuring non-R&D drivers of innovation : the case of SMEs in lagging regions
Reher, Leonie; Runst, Petrik; Thomä, Jörg; Bizer, Kilian - 2024
of conceptually derived indicators is used in a self-conducted survey. Using lasso regression as a data-driven selection … Erhebung erhoben und ausgewertet. Unter Verwendung der Lasso-Regression als datengetriebene Selektionsmethode, die in der Lage …
Persistent link: https://www.econbiz.de/10014574081
Saved in:
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Omitted variable bias of Lasso-based inference methods : a finite sample analysis
Wüthrich, Kaspar; Zhu, Ying - University of California, San Diego / Department of … - 2022 - This version: September 14, 2021
Persistent link: https://www.econbiz.de/10013387539
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Innovation outcomes of public R&D support: A new approach to identifying output additionality
Iversen, Eric; Raknerud, Arvid; Klemetsen, Marit; Bye, Brita - 2025
What difference does government support of business R&D make to the rate of innovation? Addressing this important question has deep theoretical roots and broadening practical applications in OECD countries. The analysis of output additionality has been hampered by incomplete data combined with...
Persistent link: https://www.econbiz.de/10015195397
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Innovation outcomes of public R&D support : a new approach to identifying output additionality
Iversen, Eric; Raknerud, Arvid; Klemetsen, Marit; Bye, Brita - 2025
What difference does government support of business R&D make to the rate of innovation? Addressing this important question has deep theoretical roots and broadening practical applications in OECD countries. The analysis of output additionality has been hampered by incomplete data combined with...
Persistent link: https://www.econbiz.de/10015191751
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Expected shortfall regression for high-dimensional additive models
Honda, Toshio; Peng, Po-Hsiang - 2025
Persistent link: https://www.econbiz.de/10015196326
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Biological age and predicting future health care utilisation
Davillas, Apostolos; Jones, Andrew M. - In: Journal of health economics 99 (2025), pp. 1-17
Persistent link: https://www.econbiz.de/10015182969
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Can ESG performance shape dynamic risk spillovers? : evidence from Chinese carbon and equity markets
Chen, Zhang-HangJian; Ren, Qiming; Gao, Xiang; Kaakeh, … - In: Finance research letters 72 (2025), pp. 1-11
Persistent link: https://www.econbiz.de/10015202589
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Financialisation of the European Union Emissions Trading System and its influencing factors in quantiles
Wei, Ping; Zhou, Jingzi; Ren, Xiaohang; Luu Duc Toan Huynh - 2025
Persistent link: https://www.econbiz.de/10015338030
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Is panel currency demand equation homogeneous, why not, and what it means for shadow economy measurement
Król, Michał; Torój, Andrzej - 2025
Persistent link: https://www.econbiz.de/10015359838
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