Search Results - subject:"variable selection"

Nowcasting Italian GDP growth : a Factor MIDAS approach

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

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

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

How local is the local inflation factor? : evidence from emerging European countries

Cepni, Oguzhan; Clements, Michael P. - In: International journal of forecasting 40 (2024) 1, pp. 160-183

Persistent link: https://www.econbiz.de/10014450265

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

Automated Bayesian variable selection methods for binary regression models with missing covariate data

Bergrab, Michael; Aßmann, Christian - In: AStA Wirtschafts- und Sozialstatistisches Archiv 18 (2024) 2, pp. 203-244

. First, variable selection is crucial in regression modeling, as it helps to identify an appropriate model with respect to … simultaneous handling of variable selection and estimation in combination with handling of missing values in covariate data. The … net, and is shown to perform well in terms of estimation performance and variable selection accuracy. The simulation …

Persistent link: https://www.econbiz.de/10015375311

Predictor Preselection for Mixed‐Frequency Dynamic Factor Models: A Simulation Study With an Empirical Application to GDP Nowcasting

Franjic, Domenic; Schweikert, Karsten - In: Journal of Forecasting 44 (2024) 2, pp. 255-269

study and an application to empirical data are used to evaluate different strategies for variable selection, the influence …

Persistent link: https://www.econbiz.de/10015411044

Combining the pieces: identifying key determinants of export diversification in Africa amidst model uncertainty

Vogel, Tim - In: Review of World Economics 161 (2024) 1, pp. 257-307

Export diversification can be a driver of economic growth. Policies to diversify exports attempt to defy an existing comparative advantage in low-value-added goods to promote transformation. Many structural, general policy, and trade-related variables have been identified as important drivers of...

Persistent link: https://www.econbiz.de/10015437025

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

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

Persistent link: https://www.econbiz.de/10014577311

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

Stolbov, Michail Iosifovič; 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/10015520145