Search Results - subject:"elastic net"

Nonparametric estimation of the random coefficients model : an elastic net approach

Heiss, Florian; Hetzenecker, Stephan Johannes; … - In: Journal of econometrics 229 (2022) 2, pp. 299-321

Persistent link: https://www.econbiz.de/10013441885

Commodity tail-risk and exchange rates

Bondatti, Massimiliano; Rillo, Giovanni - In: Finance research letters 47 (2022) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10013455579

How are network centrality metrics related to interest rates in the Mexican secured and unsecured interbank markets?

Téllez-León, Isela-Elizabeth; Martínez-Jaramillo, … - In: Journal of financial stability 55 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10013362221

Identification of predictors and model for predicting prolonged length of stay in dengue patients

Ansari, Md. Shahid; Jain, Dinesh; Harikumar, Haripriya; … - In: Health care management science : a new journal serving … 24 (2021) 4, pp. 786-798

Persistent link: https://www.econbiz.de/10012700473

Time-varying dictionary and the predictive power of FED minutes

Lima, Luiz Renato; Godeiro, Lucas Lúcio; Mohsin, Mohammed - In: Computational economics 57 (2021) 1, pp. 149-181

Persistent link: https://www.econbiz.de/10012486887

Indicator variables for inflation expectations in the Euro area

Masten, Igor; Maver, Vida - In: International journal of sustainable economy : IJSE 13 (2021) 2, pp. 107-125

Persistent link: https://www.econbiz.de/10012533213

Strength of words : Donald Trump's tweets, sanctions and Russia's ruble

Afanasyev, Dmitriy O.; Fedorova, Elena; Ledyaeva, Svetlana - In: Journal of economic behavior & organization : JEBO 184 (2021), pp. 253-277

Persistent link: https://www.econbiz.de/10012600853

LASSO+DEA for small and big wide data

Chen, Ya; Tsionas, Efthymios G.; Zelenyuk, Valentin - In: Omega : the international journal of management science 102 (2021), pp. 1-21

Persistent link: https://www.econbiz.de/10012514432

Predictive performance of mixed-frequency nowcasting and forecasting models (with application to Philippine inflation and GDP growth)

Mariano, Roberto S.; Özmucur, Süleyman - In: Journal of quantitative economics 19 (2021), pp. 383-400

Persistent link: https://www.econbiz.de/10013441733

Macroeconomic now- and forecasting based on the factor error correction model using targeted mixed frequency indicators

Kurz-Kim, Jeong-Ryeol - 2016

Since the influential paper of Stock and Watson (2002), the dynamic factor model (DFM) has been widely used for forecasting macroeconomic key variables such as GDP. However, the DFM has some weaknesses. For nowcasting, the dynamic factor model is modified by using the mixed data sampling...

Persistent link: https://www.econbiz.de/10011567405