Search Results - subject:"variable selection"

Recent Trends and Developments in Econophysics

Argyrakis, Panos (contributor) - 2024

The current Special Issue brought out the newest trends in Econophysics that have made use of the most recent available tools, such as Big Data. The emphasis of the reprint is on deciphering the effects of current world events, such as the repercussions of the recent war conflicts, the oil and...

Persistent link: https://www.econbiz.de/10015324883

Instrumental variable method for regularized estimation in generalized linear measurement error models

Xue, Lin; Wang, Liqun - In: Econometrics : open access journal 12 (2024) 3, pp. 1-14

-dimensional variable selection problems. Most existing regularization methods assume that the predictors are directly observed and … method for generalized linear measurement error models. We show that the proposed approach yields a consistent variable … selection procedure and root-n consistent parameter estimators. Extensive finite sample simulation studies show that the …

Persistent link: https://www.econbiz.de/10015133941

Nowcasting Italian GDP growth : a Factor MIDAS approach

Ceci, Donato; Prifti, Orest; Silvestrini, Andrea - 2024

Persistent link: https://www.econbiz.de/10014511858

Dynamic shrinkage priors for large time-varying parameter regressions using scalable Markov chain Monte Carlo methods

Hauzenberger, Niko; Huber, Florian; Koop, Gary - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 2, pp. 201-225

Persistent link: https://www.econbiz.de/10014631913

Non-differentiable loss function optimization and interaction effect discovery in insurance pricing using the genetic algorithm

Van Oirbeek, Robin; Vandervorst, Félix; Bury, Thomas; … - In: Risks : open access journal 12 (2024) 5, pp. 1-19

Insurance pricing is the process of determining the premiums that policyholders pay in exchange for insurance coverage. In order to estimate premiums, actuaries use statistical based methods, assessing various factors such as the probability of certain events occurring (like accidents or...

Persistent link: https://www.econbiz.de/10014636597

Time varying effects in survival analysis : a novel data-driven method for drift identification and variable selection

Babutsidze, Zakaria; Guerzoni, Marco; Riso, Luigi - In: Eurasian business review 14 (2024) 1, pp. 285-318

Persistent link: https://www.econbiz.de/10014566819

Measuring non-R&D drivers of innovation : the case of SMEs in lagging regions

Reher, Leonie; Runst, Petrik; Thomä, Jörg; Bizer, Kilian - 2024

In order to better capture non-R&D based processes related to Learning by Doing, Using and Interacting (DUI) as a basis for policy advice, this paper empirically identifies DUI mode drivers of SME innovation. For the first time, a large set of conceptually derived indicators is used in a...

Persistent link: https://www.econbiz.de/10014574081

Are national or regional surveys useful for nowcasting regional jobseekers? : the case of the French region of Pays-de-la-Loire

Cariou, Clément; Charles, Amélie; Darné, Olivier - In: Journal of forecasting 43 (2024) 6, pp. 2341-2357

Persistent link: https://www.econbiz.de/10015110452

A flexible knot-based approach for modeling piecewise linear effects

Di Credico, Gioia; Pauli, Francesco; Torelli, Nicola - 2024

Persistent link: https://www.econbiz.de/10015047551

15 years of research on systemic risk across the globe : the evolution of the field and its drivers

Stolbov, Michail I.; Shchepeleva, Maria - In: Research in globalization 8 (2024), pp. 1-13

on systemic risk in a vast sample of countries during the observation period. By applying a combination of variable … selection techniques to 33 indicators that can potentially incentivize research on systemic risk, we find that low bank …

Persistent link: https://www.econbiz.de/10015047808