Search Results - subject:"Model Selection"

Determining analogies based on the integration of multiple information sources

Lu, Emiao; Handl, Julia; Xu, Dong-ling - In: International journal of forecasting 34 (2018) 3, pp. 507-528

Persistent link: https://www.econbiz.de/10012031032

Understanding survey-based inflation expectations

Berge, Travis J. - In: International journal of forecasting 34 (2018) 4, pp. 788-801

Persistent link: https://www.econbiz.de/10012031107

Stock return predictability : a factor-augmented predictive regression system with shrinkage method

Ohno, Saburo; Ando, Tomohiro - In: Econometric reviews 37 (2018) 1/5, pp. 29-60

Persistent link: https://www.econbiz.de/10012038133

CRIX an index for cryptocurrencies

Trimborn, Simon; Härdle, Wolfgang - In: Journal of empirical finance 49 (2018), pp. 107-122

Persistent link: https://www.econbiz.de/10012117725

Selecting a model for forecasting

Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F. - 2018

Persistent link: https://www.econbiz.de/10011937526

Empirical validation of simulated models through the GSL-div : an illustrative application

Lamperti, Francesco - In: Journal of economic interaction and coordination : JEIC 13 (2018) 1, pp. 143-171

Persistent link: https://www.econbiz.de/10011961943

Descobrindo modelos de previsão para a inﬂação brasileira : uma análise a partir de uma gama ampla de indicadores

Silva, Anderson Moriya; Marçal, Emerson Fernandes - In: Estudos econômicos : publicação trimestral do … 48 (2018) 3, pp. 423-450

Persistent link: https://www.econbiz.de/10012056760

Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ?

Leeb, Hannes; Pötscher, Benedikt M. - Volkswirtschaftliche Fakultät, … - 2005

We consider the problem of estimating the unconditional distribution of a post-model-selection estimator. The notion of … a post-model-selection estimator here refers to the combined procedure resulting from first selecting a model (e.g., by … a model selection criterion like AIC or by a hypothesis testing procedure) and then estimating the parameters in the …

Persistent link: https://www.econbiz.de/10005619444

Assessing forecasting performance of business tendency surveys during the Great Recession: Evidence for Russia

Siliverstovs, Boriss; Smirnov, Sergey; Tsukhlo, Sergey - 2012

This study investigates usefulness of business tendency surveys in industrial sector for out-of-sample prediction of growth of industrial production in Russia. A special attention is paid to performance of survey-augmented models during the recent Great Recession 2008/2009. Using the real-time...

Persistent link: https://www.econbiz.de/10010319741

Lasso-type and heuristic strategies in model selection and forecasting

Savin, Ivan; Winker, Peter - 2012

apply a regularization strategy and solve the model selection task as a continuous optimization problem. One of the most …

Persistent link: https://www.econbiz.de/10010291802