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  • Search: subject:"variable selection"
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Year of publication
Subject
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Variable selection 262 variable selection 198 Theorie 121 Theory 118 Regression analysis 97 Regressionsanalyse 96 Prognoseverfahren 90 Forecasting model 89 Bayesian inference 81 Schätztheorie 74 Estimation theory 73 Bayes-Statistik 72 Estimation 63 Schätzung 62 Zeitreihenanalyse 53 Time series analysis 52 Variable Selection 36 Bayesian variable selection 28 Forecasting 28 Lasso 27 Forecast 24 Nichtparametrisches Verfahren 24 Nonparametric statistics 22 Faktorenanalyse 21 Frühindikator 21 Leading indicator 21 Prognose 21 Artificial intelligence 20 Factor analysis 20 Künstliche Intelligenz 20 Monte Carlo simulation 20 Monte-Carlo-Simulation 20 VAR model 20 VAR-Modell 20 Markov chain 19 Markov-Kette 19 stochastic search variable selection 19 USA 18 Welt 18 World 18
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Online availability
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Undetermined 315 Free 275 CC license 11
Type of publication
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Article 388 Book / Working Paper 235 Other 6
Type of publication (narrower categories)
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Article in journal 204 Aufsatz in Zeitschrift 204 Working Paper 124 Graue Literatur 71 Non-commercial literature 71 Arbeitspapier 67 Article 14 Aufsatz im Buch 5 Book section 5 Conference paper 4 Konferenzbeitrag 4 research-article 4 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 392 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 Chudik, Alexander 5 Li, Feng 5 Pesaran, M. Hashem 5 Salimans, Tim 5 Sharifvaghefi, Mahrad 5 Shchepeleva, Maria 5 Stolbov, Michail Iosifovič 5 Zeileis, Achim 5 Boulesteix, Anne-Laure 4 Buchen, Teresa 4 Cai, Zongwu 4 Cepni, Oguzhan 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 Prüser, Jan 4 Pérez-Quirós, Gabriel 4 Ronchetti, Elvezio 4 Schumacher, Christian 4 Sparrman, Victoria 4 Wagner, Helga 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...
All
Computational Statistics & Data Analysis 34 Journal of Multivariate Analysis 17 International journal of forecasting 14 MPRA Paper 14 Computational Statistics 10 European journal of operational research : EJOR 10 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 10 Statistical Applications in Genetics and Molecular Biology 10 Statistics & Probability Letters 10 Journal of econometrics 9 Annals of the Institute of Statistical Mathematics 8 CREATES Research Papers 8 Energy economics 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 Applied economics 5 ECB Working Paper 5 Econometrics : open access journal 5 IRTG 1792 Discussion Paper 5 Tinbergen Institute Discussion Papers 5 Computational economics 4 Discussion paper / Tinbergen Institute 4 Econometrics 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 Working paper / Department of Econometrics and Business Statistics, Monash University 4 CESifo Working Paper 3 Cambridge working papers in economics 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
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Source
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ECONIS (ZBW) 284 RePEc 259 EconStor 74 BASE 7 Other ZBW resources 5
Showing 81 - 90 of 629
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A modified spatial house price to income ratio and housing affordability drivers study: using the post-LASSO approach
Wang, Qifeng; Lin, Bofan; Tan, Consilz - In: International Journal of Housing Markets and Analysis 17 (2024) 6, pp. 1443-1460
, this study adopts the post-LASSO variable selection approach combined with the k -fold cross-test model to identify the …
Persistent link: https://www.econbiz.de/10015345627
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From homemakers to breadwinners? : how mandatory kindergarten affects maternal labour market attachment
Gangl, Selina; Huber, Martin - 2021 - Revised version
We analyse the effect of a mandatory kindergarten for four-year-old children on maternal labour supply in Switzerland by using two quasi-experiments: Firstly, we use a large administrative dataset and apply a non-parametric Regression Discontinuity Design to evaluate the effect of the reform at...
Persistent link: https://www.econbiz.de/10012670737
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Correlation scenarios and correlation stress testing
Packham, Natalie; Wöbbeking, Carl Fabian - 2021
country and industry factors. A sparse factor structure linking assets and risk factors is built using Bayesian variable … selection methods. Regular calibration yields a joint distribution of economically meaningful stress scenarios of the factors …
Persistent link: https://www.econbiz.de/10012588678
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Macroeconomic effects of quantitative easing using mid-sized Bayesian vector autoregressions
Stefański, Maciej - 2021
Persistent link: https://www.econbiz.de/10012654928
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Economic predictions with big data : the illusion of sparsity
Giannone, Domenico; Lenza, Michele; Primiceri, Giorgio E. - 2021
with a large number of possible predictors, we specify a prior that allows for both variable selection and shrinkage. The …
Persistent link: https://www.econbiz.de/10012506019
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Global and local components of output gaps
Eckert, Florian; Mühlebach, Nina - 2021
estimates. To restrict the parameter space in the Bayesian state space model, we apply a stochastic search variable selection …
Persistent link: https://www.econbiz.de/10012888677
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What Drives Financial Sector Development in Africa? Insights from Machine Learning
Ofori, Isaac K.; Quaidoo, Christopher; Ofori, Pamela E. - In: Applied Artificial Intelligence (2021) forthcoming
This study uses machine learning techniques to identify the key drivers of financial development in Africa. To this end, four regularization techniques— the Standard lasso, Adaptive lasso, the minimum Schwarz Bayesian information criterion lasso, and the Elasticnet are trained based on a...
Persistent link: https://www.econbiz.de/10012662262
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From homemakers to breadwinners? How mandatory kindergarten affects maternal labour market attachment
Gangl, Selina; Huber, Martin - 2021
We analyse the effect of a mandatory kindergarten for four-year-old children on maternal labour supply in Switzerland by using two quasi-experiments: Firstly, we use a large administrative dataset and apply a non-parametric Regression Discontinuity Design to evaluate the effect of the reform at...
Persistent link: https://www.econbiz.de/10012670475
Saved in:
Cover Image
What drives financial sector development in Africa? Insights from machine learning
Ofori, Isaac Kwesi; Quaidoo, Christopher; Ofori, Pamela E. - 2021
This study uses machine learning techniques to identify the key drivers of financial development in Africa. To this end, four regularization techniques- the Standard lasso, Adaptive lasso, the minimum Schwarz Bayesian information criterion lasso, and the Elasticnet are trained based on a dataset...
Persistent link: https://www.econbiz.de/10012801040
Saved in:
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Forecasting US inflation using Markov dimension switching
Prüser, Jan - In: Journal of Forecasting 40 (2021) 3, pp. 481-499
This study considers Bayesian variable selection in the Phillips curve context by using the Bernoulli approach of …
Persistent link: https://www.econbiz.de/10012428896
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