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  • Search: subject:"least angle regression"
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Year of publication
Subject
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Bayesian model averaging 6 least angle regression 6 Prognoseverfahren 5 Regression analysis 5 Regressionsanalyse 5 Estimation theory 4 Forecasting model 4 Prediction 4 Schätztheorie 4 bagging 4 boosting 4 Bagging 3 Bayes-Statistik 3 Bayesian inference 3 Boosting 3 Least angle regression 3 Ridge regression 3 prediction 3 ridge regression 3 Artificial intelligence 2 Diffusion index 2 Elastic net 2 Factor analysis 2 Faktorenanalyse 2 Forecasting 2 Hauptkomponentenanalyse 2 Künstliche Intelligenz 2 Non-negative garotte 2 Principal component analysis 2 Reality check 2 Statistische Methode 2 Wirtschaftsprognose 2 automatic model building 2 corporate bond spreads 2 elastic net and non-negative garotte 2 point and density forecasting 2 Autocorrelation 1 Autokorrelation 1 Cluster analysis 1 Clusteranalyse 1
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Online availability
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Undetermined 5 Free 3
Type of publication
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Article 6 Book / Working Paper 4
Type of publication (narrower categories)
All
Article in journal 5 Aufsatz in Zeitschrift 5 Working Paper 2
Language
All
English 8 Undetermined 2
Author
All
Kim, Hyun Hak 5 Swanson, Norman R. 5 Buchmann, Marco 2 Beatty, Adam S. 1 Chan, Ngai Hang 1 Kim, Huyn Hak 1 Putka, Dan J. 1 Reeder, Matthew C. 1 Yau, Chun Yip 1 Zhang, Rong-Mao 1
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Institution
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Department of Economics, Rutgers University-New Brunswick 1 European Central Bank 1
Published in...
All
Journal of econometrics 2 Departmental Working Papers / Department of Economics, Rutgers University-New Brunswick 1 ECB Working Paper 1 International journal of forecasting 1 Journal of Econometrics 1 Journal of the Asia Pacific economy 1 Organizational research methods : ORM 1 Working Paper 1 Working Paper Series / European Central Bank 1
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Source
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ECONIS (ZBW) 5 RePEc 3 EconStor 2
Showing 1 - 10 of 10
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Modern prediction methods : new perspectives on a common problem
Putka, Dan J.; Beatty, Adam S.; Reeder, Matthew C. - In: Organizational research methods : ORM 21 (2018) 3, pp. 689-732
Persistent link: https://www.econbiz.de/10011880167
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Looking into the black box of the Korean economy : the sparse factor model approach
Kim, Hyun Hak - In: Journal of the Asia Pacific economy 23 (2018) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10011959151
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Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods
Kim, Hyun Hak; Swanson, Norman R. - In: International journal of forecasting 34 (2018) 2, pp. 339-354
Persistent link: https://www.econbiz.de/10012030940
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Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence
Kim, Hyun Hak; Swanson, Norman R. - 2011
In this paper, we empirically assess the predictive accuracy of a large group of models based on the use of principle components and other shrinkage methods, including Bayesian model averaging and various bagging, boosting, LASSO and related methods Our results suggest that model averaging does...
Persistent link: https://www.econbiz.de/10010282841
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Corporate bond spreads and real activity in the euro area - Least Angle Regression forecasting and the probability of the recession
Buchmann, Marco - European Central Bank - 2011
in the analysis. Along with standard time series forecast models, the Least Angle Regression (LAR) technique is used to …
Persistent link: https://www.econbiz.de/10008784824
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Cover Image
Corporate bond spreads and real activity in the euro area - Least Angle Regression forecasting and the probability of the recession
Buchmann, Marco - 2011
in the analysis. Along with standard time series forecast models, the Least Angle Regression (LAR) technique is used to …
Persistent link: https://www.econbiz.de/10011605332
Saved in:
Cover Image
LASSO estimation of threshold autoregressive models
Chan, Ngai Hang; Yau, Chun Yip; Zhang, Rong-Mao - In: Journal of econometrics 189 (2015) 2, pp. 285-296
Persistent link: https://www.econbiz.de/10011504532
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Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence
Kim, Hyun Hak; Swanson, Norman R. - In: Journal of Econometrics 178 (2014) P2, pp. 352-367
angle regression and related methods. Our results suggest that model averaging does not dominate other well designed … principle components and other shrinkage techniques, including Bayesian model averaging and various bagging, boosting, least …
Persistent link: https://www.econbiz.de/10011052271
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Forecasting financial and macroeconomic variables using data reduction methods : new empirical evidence
Kim, Hyun Hak; Swanson, Norman R. - In: Journal of econometrics 178 (2014) 1, pp. 352-367
Persistent link: https://www.econbiz.de/10010256842
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Cover Image
Forecasting Financial and Macroeconomic Variables Using Data Reduction Methods: New Empirical Evidence
Kim, Huyn Hak; Swanson, Norman R. - Department of Economics, Rutgers University-New Brunswick - 2011
In this paper, we empirically assess the predictive accuracy of a large group of models based on the use of principle components and other shrinkage methods, including Bayesian model averaging and various bagging, boosting, LASSO and related methods Our results suggest that model averaging does...
Persistent link: https://www.econbiz.de/10009372767
Saved in:
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