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, four regularization techniques- the Standard lasso, Adaptive lasso, the minimum Schwarz Bayesian information criterion … lasso, and the Elasticnet are trained based on a dataset containing 86 covariates of financial development for the period … literacy are crucial for financial sector development in Africa. Evidence from the Partialing-out lasso instrumental variable …
Persistent link: https://www.econbiz.de/10012801040
, four regularization techniques— the Standard lasso, Adaptive lasso, the minimum Schwarz Bayesian information criterion … lasso, and the Elasticnet are trained based on a dataset containing 86 covariates of financial development for the period … literacy are crucial for financial sector development in Africa. Evidence from the Partialing-out lasso instrumental variable …
Persistent link: https://www.econbiz.de/10012662262
In this paper we develop statistical models for bankruptcy prediction of Italian firms in the limited liability sector, using annual balance sheet information. Several issues involved in default risk analysis are investigated, such as the structure of the data-base, the sampling procedure and...
Persistent link: https://www.econbiz.de/10010860336
Persistent link: https://www.econbiz.de/10012628055
, four regularization techniques- the Standard lasso, Adaptive lasso, the minimum Schwarz Bayesian information criterion … lasso, and the Elasticnet are trained based on a dataset containing 86 covariates of financial development for the period … literacy are crucial for financial sector development in Africa. Evidence from the Partialing-out lasso instrumental variable …
Persistent link: https://www.econbiz.de/10012667322
In many manuscripts, researchers use multivariable logistic regression to adjust for potential confounding variables when estimating a direct relationship of a treatment or exposure on a binary outcome. After choosing how variables are entered into that model, researchers can calculate an...
Persistent link: https://www.econbiz.de/10015209977
of methods have been developed including Lasso. The group Lasso is an extension of the Lasso with the goal of selecting … group Lasso algorithms for the multivariate time-course data, and illustrate the robustness properties of the proposed …
Persistent link: https://www.econbiz.de/10009477900
(double LASSO). We cannot verify asignificant increase in the number of cars owned for households with one electric and one …
Persistent link: https://www.econbiz.de/10012296772
This paper develops a novel indicator of global economic activity, the GEA Tracker, which is based on commodity prices selected recursively through a genetic algorithm. The GEA Tracker allows for daily real-time knowledge of international business conditions using a minimum amount of...
Persistent link: https://www.econbiz.de/10012422167
A copula model with flexibly specified dependence structure can be useful to capture the complexity and heterogeneity in economic and financial time series. However, there exists little methodological guidance for the specification process using copulas. This paper contributes to fill this gap...
Persistent link: https://www.econbiz.de/10012433212