Similar Search Results - EconBiz

A review on variable selection in regression analysis

Desboulets, Loann David Denis - In: Econometrics : open access journal 6 (2018) 4, pp. 1-27

In this paper, we investigate several variable selection procedures to give an overview of the existing literature for practitioners. “Let the data speak for themselves” has become the motto of many applied researchers since the number of data has significantly grown. Automatic model...

Persistent link: https://www.econbiz.de/10011945783

L1-regularization of high-dimensional time-series models with flexible innovations

Medeiros, Marcelo C.; Mendes, Eduardo F. - 2015

We study the asymptotic properties of the Adaptive LASSO (adaLASSO) in sparse, high-dimensional, linear time …

Persistent link: https://www.econbiz.de/10010505038

Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models

Kock, Anders Bredahl - In: Journal of econometrics 195 (2016) 1, pp. 71-85

Persistent link: https://www.econbiz.de/10011705233

Confidence sets based on thresholding estimators in high-dimensional Gaussian regression models

Schneider, Ulrike - In: Econometric reviews 35 (2016) 8/10, pp. 1412-1455

Persistent link: https://www.econbiz.de/10011592348

A comparison of variables selection methods and their sequential application : a case study of the bankruptcy of Polish companies

Zanka, Mikhail - In: Folia oeconomica Stetinensia : FOS 20 (2020) 1, pp. 531-543

Persistent link: https://www.econbiz.de/10012628055

Variable selection in sparse semiparametric single index models

Chu, Jianghao; Lee, Tae-hwy; Ullah, Aman - 2019

Persistent link: https://www.econbiz.de/10012244169

Forecasting crude oil prices with a large set of predictors : Can LASSO select powerful predictors?

Zhang, Yaojie; Ma, Feng; Wang, Yudong - In: Journal of empirical finance 54 (2019), pp. 97-117

Persistent link: https://www.econbiz.de/10012174816

Day-ahead electricity price forecasting with high-dimensional structures : univariate vs. multivariate modeling frameworks

Ziel, Florian; Weron, Rafał - In: Energy economics 70 (2018), pp. 396-420

Persistent link: https://www.econbiz.de/10011942844

Sparse structures with LASSO through principal components : forecasting GDP components in the short-run

Jokubaitis, Saulius; Celov, Dmitrij; Leipus, Remigijus - In: International journal of forecasting 37 (2021) 2, pp. 759-776

Persistent link: https://www.econbiz.de/10012792868

Understanding intraday electricity markets : variable selection and very short-term price forecasting using LASSO

Uniejewski, Bartosz; Marcjasz, Grzegorz; Weron, Rafał - In: International journal of forecasting 35 (2019) 4, pp. 1533-1547

Persistent link: https://www.econbiz.de/10012305384

A service of the