Search Results - subject:"variable selection"

Variable selection in high dimensional linear regressions with parameter instability

Chudik, Alexander; Pesaran, M. Hashem; Sharifvaghefi, Mahrad - In: Journal of econometrics 246 (2024) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10015555958

Forecasting crude oil returns in different degrees of ambiguity : why machine learn better?

Tian, Guangning; Peng, Yuchao; Du, Huancheng; Meng, Yuhao - In: Energy economics 139 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10015533141

Technical efficiency in banks : a review of methods, recent innovations and future research agenda

Akdeniz, Özlem O.; Abdou, Hussein A.; Hayek, Ali I.; … - In: Review of managerial science : RMS 18 (2024) 11, pp. 3395-3456

Persistent link: https://www.econbiz.de/10015135883

Identifying utility maximizers and regret minimizers in zero-energy house adoption by using individual-specific heterogeneous alternative decision rules

Park, Sangkyu; Lee, Jongsu; Moon, Sungho - In: Energy economics 157 (2026), pp. 1-14

Persistent link: https://www.econbiz.de/10015635015

Global and local components of output gaps

Eckert, Florian; Mühlebach, Nina - In: Empirical economics : a quarterly journal of the … 65 (2023) 5, pp. 2301-2331

Persistent link: https://www.econbiz.de/10014388930

Dynamic shrinkage priors for large time-varying parameter regressions using scalable Markov Chain Monte Carlo Methods

Hauzenberger, Niko; Huber, Florian; Koop, Gary - 2023

Persistent link: https://www.econbiz.de/10014316037

Inference in regression discontinuity designs with high-dimensional covariates

Kreiss, Alexander; Rothe, Christoph - In: The econometrics journal 26 (2023) 2, pp. 105-123

Persistent link: https://www.econbiz.de/10014319272

Determinants of public preferences on low carbon electricity : evidence from the United Kingdom

Lee, Juyong; Reiner, David M. - 2023

Persistent link: https://www.econbiz.de/10015459970

Does one size fit all? : comparing the determinants of the FinTech market segments expansion

Stolbov, Michail Iosifovič; Shchepeleva, Maria - In: The Journal of finance and data science : JFDS 9 (2023), pp. 1-18

this end, we apply a battery of state-of-the-art variable selection techniques from machine learning, comprising Bayesian … model averaging (BMA), least absolute shrinkage and selection operator (LASSO), variable selection using random forests …

Persistent link: https://www.econbiz.de/10014513981

ROBOUT: a conditional outlier detection methodology for high-dimensional data

Farnè, Matteo; Vouldis, Angelos - In: Statistical Papers 65 (2023) 4, pp. 2489-2525

This paper presents a methodology, called ROBOUT, to identify outliers conditional on a high-dimensional noisy information set. In particular, ROBOUT is able to identify observations with outlying conditional mean or variance when the dataset contains multivariate outliers in or besides the...

Persistent link: https://www.econbiz.de/10015400898