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  • Search: subject:"variable selection"
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Year of publication
Subject
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Variable selection 249 variable selection 194 Theorie 113 Theory 110 Regression analysis 91 Regressionsanalyse 90 Prognoseverfahren 81 Forecasting model 80 Bayesian inference 77 Schätztheorie 69 Bayes-Statistik 68 Estimation theory 68 Estimation 60 Schätzung 59 Zeitreihenanalyse 46 Time series analysis 45 Variable Selection 34 Bayesian variable selection 26 Forecasting 26 Lasso 26 Nichtparametrisches Verfahren 23 Faktorenanalyse 21 Frühindikator 21 Leading indicator 21 Nonparametric statistics 21 Factor analysis 20 Forecast 20 Monte Carlo simulation 19 Monte-Carlo-Simulation 19 stochastic search variable selection 19 Markov chain 18 Markov-Kette 18 VAR model 18 VAR-Modell 18 Artificial intelligence 17 Economic forecast 17 Künstliche Intelligenz 17 Prognose 17 USA 17 Wirtschaftsprognose 17
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Online availability
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Undetermined 300 Free 268 CC license 10
Type of publication
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Article 366 Book / Working Paper 233 Other 6
Type of publication (narrower categories)
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Article in journal 186 Aufsatz in Zeitschrift 186 Working Paper 123 Graue Literatur 69 Non-commercial literature 69 Arbeitspapier 66 Article 12 Conference paper 4 Konferenzbeitrag 4 research-article 4 Aufsatz im Buch 3 Book section 3 Conference Paper 2 Collection of articles written by one author 1 Hochschulschrift 1 Konferenzschrift 1 Sammlung 1 Thesis 1
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Language
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English 368 Undetermined 236 French 1
Author
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Koop, Gary 17 Proietti, Tommaso 14 Korobilis, Dimitris 12 Villani, Mattias 12 Grassi, Stefano 10 Kohn, Robert 9 Laan, Mark van der 9 Huber, Florian 8 Dijk, Dick van 7 Paap, Richard 7 Sinisi, Sandra 7 Kock, Anders Bredahl 6 Tutz, Gerhard 6 Yu, Keming 6 Li, Feng 5 Salimans, Tim 5 Zeileis, Achim 5 Boulesteix, Anne-Laure 4 Buchen, Teresa 4 Cai, Zongwu 4 Cepni, Oguzhan 4 Chudik, Alexander 4 Diaz, Elena 4 Dippold, Katrin 4 Feldkircher, Martin 4 Gao, Jiti 4 Hruschka, Harald 4 Jacobi, Liana 4 Nymoen, Ragnar 4 Peng, Bin 4 Pesaran, M. Hashem 4 Prüser, Jan 4 Pérez-Quirós, Gabriel 4 Ronchetti, Elvezio 4 Schumacher, Christian 4 Sharifvaghefi, Mahrad 4 Sparrman, Victoria 4 Wagner, Helga 4 Wohlrabe, Klaus 4 du Jardin, Philippe 4
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 14 School of Economics and Management, University of Aarhus 8 Sveriges Riksbank 6 Berkeley Electronic Press 3 Economics Department, University of Strathclyde 3 London School of Economics (LSE) 3 Rimini Centre for Economic Analysis (RCEA) 3 School of Economics, UNSW Business School 3 Tinbergen Instituut 3 Université Paris-Dauphine (Paris IX) 3 Banque de France 2 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 2 Departamento de Estadistica, Universidad Carlos III de Madrid 2 Deutsche Bundesbank 2 Dipartimento di Scienze Economiche e Statistiche (DISES), Università degli Studi di Salerno 2 Faculdade de Economia e Gestão, Universidade Católica Portuguesa 2 HAL 2 Institut d'Economie et Econométrie, Université de Genève 2 Scottish Institute for Research in Economics (SIRE) 2 Tinbergen Institute 2 Wirtschaftswissenschaftliche Fakultät, Universität Regensburg 2 Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes-Kepler-Universität Linz 1 Business School, University of Sydney 1 CESifo 1 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 1 Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) 1 Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia 1 Department of Economics, Adam Smith Business School 1 Department of Economics, Faculty of Economic and Management Sciences 1 Department of Economics, Poole College of Management 1 Department of Resource Economics, University of Nevada-Reno 1 Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia 1 Econometric Society 1 Economics Department, University of Nevada-Reno 1 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 1 Economics and Econometrics Research Institute (EERI) 1 Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 1 Erasmus University Rotterdam, Econometric Institute 1 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 1
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Published in...
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Computational Statistics & Data Analysis 34 Journal of Multivariate Analysis 17 MPRA Paper 14 International journal of forecasting 13 Computational Statistics 10 Statistical Applications in Genetics and Molecular Biology 10 Statistics & Probability Letters 10 Annals of the Institute of Statistical Mathematics 8 CREATES Research Papers 8 European journal of operational research : EJOR 8 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 8 Journal of econometrics 8 Journal of forecasting 8 Econometric reviews 7 Discussion Paper 6 Psychometrika 6 Sveriges Riksbank Working Paper Series 6 Working Paper Series / Sveriges Riksbank 6 ECB Working Paper 5 Energy economics 5 IRTG 1792 Discussion Paper 5 Tinbergen Institute Discussion Papers 5 Applied economics 4 Computational economics 4 Discussion paper / Tinbergen Institute 4 Econometrics 4 Econometrics : open access journal 4 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 4 European Journal of Operational Research 4 International Journal of Forecasting 4 Journal of Applied Statistics 4 Tinbergen Institute Discussion Paper 4 CESifo Working Paper 3 Discussion Papers / School of Economics, UNSW Business School 3 EERI Research Paper Series 3 Economics Papers from University Paris Dauphine 3 Empirical economics : a quarterly journal of the Institute for Advanced Studies 3 European economic review : EER 3 International review of economics & finance : IREF 3 Journal of Classification 3
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Source
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ECONIS (ZBW) 262 RePEc 259 EconStor 72 BASE 7 Other ZBW resources 5
Showing 341 - 350 of 605
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Getting the Most out of Macroeconomic Information for Predicting Stock Returns and Volatility
Cakmakli, Cem; van Dijk, Dick - 2010
This paper documents that factors extracted from a large set of macroeconomic variables bear useful information for predicting monthly US excess stock returns and volatility over the period 1980-2005. Factor-augmented predictive regression models improve upon both benchmark models that only...
Persistent link: https://www.econbiz.de/10010326025
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Cost-efficient Variable Selection Using Branching LARS
Yue, Li Hua - 2010
Variable selection is a difficult problem in statistical model building. Identification of cost efficient diagnostic … factors is very important to health researchers, but most variable selection methods do not take into account the cost of … variable selection method to incorporate various costs of factors, where branch and bound search method is employed to …
Persistent link: https://www.econbiz.de/10009447237
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Characterizing economic trends by Bayesian stochastic model specification search
Grassi, Stefano; Proietti, Tommaso - 2010
We apply a recently proposed Bayesian model selection technique, known as stochastic model specification search, for characterising the nature of the trend in macroeconomic time series. We illustrate that the methodology can be quite successfully applied to discriminate between stochastic and...
Persistent link: https://www.econbiz.de/10011496128
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Predicting bankruptcy using neural networks and other classification methods: the influence of variable selection techniques on model accuracy
du Jardin, Philippe - Volkswirtschaftliche Fakultät, … - 2010
We evaluate the prediction accuracy of models designed using different classification methods depending on the technique used to select variables, and we study the relationship between the structure of the models and their ability to correctly predict financial failure. We show that a neural...
Persistent link: https://www.econbiz.de/10011114285
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Finding the Influentials that Drive the Diffusion of New Technologies
Hernández-Mireles, Hernández-Mireles, C. - Erasmus Research Institute of Management (ERIM), … - 2010
neighbors and hence we may observe clusters of influence. We apply Bayesian Variable Selection (BVS) techniques and we use …
Persistent link: https://www.econbiz.de/10010731176
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Forecasting the Yield Curve in a Data-Rich Environment using the Factor-Augmented Nelson-Siegel Model
van Dijk, Dick; Groenen, Patrick; Exterkate, Exterkate, P. - Faculteit der Economische Wetenschappen, Erasmus … - 2010
Various ways of extracting macroeconomic information from a data-rich environment are compared with the objective of forecasting yield curves using the Nelson-Siegel model. Five issues in factor extraction are addressed, namely, selection of a subset of the available information, incorporation...
Persistent link: https://www.econbiz.de/10010837816
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VARIABLE SELECTION IN FORECASTING MODELS FOR CORPORATE BANKRUPTCY
Amendola, Alessandra; Restaino, Marialuisa; Sensini, Luca - Dipartimento di Scienze Economiche e Statistiche … - 2010
structure of the data-base, the sampling procedure and the influence of predictors. In particular we focus on the variable … selection problem, comparing innovative techniques based on shrinkage with traditional stepwise methods. The predictive …
Persistent link: https://www.econbiz.de/10010860336
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The Dantzig selector in Cox's proportional hazards model
Antoniadis, Anestis; Fryzlewicz, Piotr; Letué, Frédérique - London School of Economics (LSE) - 2010
selection operator (LASSO), this approach sets certain regression coefficients exactly to zero, thus performing variable … selection. However, such a framework, contrary to the LASSO, has never been used in regression models for survival data with …
Persistent link: https://www.econbiz.de/10010745019
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Forecasting with Medium and Large Bayesian VARs
Koop, Gary - Rimini Centre for Economic Analysis (RCEA) - 2010
This paper is motivated by the recent interest in the use of Bayesian VARs for forecasting, even in cases where the number of dependent variables is large. In such cases, factor methods have been traditionally used but recent work using a particular prior suggests that Bayesian VAR methods can...
Persistent link: https://www.econbiz.de/10008738776
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Finding the Influentials that Drive the Diffusion of New Technologies
Hernández-Mireles, C. - Erasmus Research Institute of Management (ERIM), ERIM … - 2010
neighbors and hence we may observe clusters of influence. We apply Bayesian Variable Selection (BVS) techniques and we use …
Persistent link: https://www.econbiz.de/10008484113
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