Showing 1 - 10 of 18,459
regression trees, bagging, random forest, boosting machines and neural networks. Finally, we provide methodologies for analysing …
Persistent link: https://www.econbiz.de/10011625588
Persistent link: https://www.econbiz.de/10011807117
Persistent link: https://www.econbiz.de/10012548986
Persistent link: https://www.econbiz.de/10014536499
Persistent link: https://www.econbiz.de/10011691196
Persistent link: https://www.econbiz.de/10012599859
Persistent link: https://www.econbiz.de/10012026439
Persistent link: https://www.econbiz.de/10012882011
A number of recent studies in the economics literature have focused on the usefulness of factor models in the context of prediction using "big data". In this paper, our over-arching question is whether such "big data" are useful for modelling low frequency macroeconomic variables such as...
Persistent link: https://www.econbiz.de/10009766687
context of linear regression models, penalised regression has become the de facto benchmark technique used to trade off … number of advantages over the penalised regression methods: It is based on statistical inference and is therefore easier to …
Persistent link: https://www.econbiz.de/10011444508