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Mittnik, Stefan; Robinzonov, Nikolay; Spindler, Martin - In: Journal of banking & finance 58 (2015), pp. 1-14

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A semiparametric conditional capital asset pricing model

Cai, Zongwu; Ren, Yu; Yang, Bingduo - In: Journal of banking & finance 61 (2015), pp. 117-126

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Bayesian variable selection in a large vector autoregression for origin-destination traffic flow modelling

Deng, Minfeng - In: Spatial econometric interaction modelling, (pp. 199-223). 2016

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Assessing the macroeconomic forecasting performance of boosting : evidence for the United States, the Euro Area, and Germany ; conference paper

Buchen, Teresa; Wohlrabe, Klaus - 2014

The use of large datasets for macroeconomic forecasting has received a great deal of interest recently. Boosting is one possible method of using high-dimensional data for this purpose. It is a stage-wise additive modelling procedure, which, in a linear specification, becomes a variable selection...

Persistent link: https://www.econbiz.de/10010491104