Forecasting economic time series using targeted predictors (Q299223): Difference between revisions

@@ Property / DOI @@
-.1016/j.jeconom.2008.08.010
@@ Property / DOI: 10.1016/j.jeconom.2008.08.010 / rank @@
-Normal rank
@@ Property / author @@
-Jushan Bai
@@ Property / author: Jushan Bai / rank @@
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@@ Property / author @@
-Serena Ng
@@ Property / author: Serena Ng / rank @@
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@@ Property / author @@
+Jushan Bai
@@ Property / author: Jushan Bai / rank @@
+Normal rank
@@ Property / author @@
+Serena Ng
@@ Property / author: Serena Ng / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M20
@@ Property / Mathematics Subject Classification ID: 62M20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H25
@@ Property / Mathematics Subject Classification ID: 62H25 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J05
@@ Property / Mathematics Subject Classification ID: 62J05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J07
@@ Property / Mathematics Subject Classification ID: 62J07 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B84
@@ Property / Mathematics Subject Classification ID: 91B84 / rank @@
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@@ Property / zbMATH DE Number @@
+6596370
@@ Property / zbMATH DE Number: 6596370 / rank @@
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@@ Property / zbMATH Keywords @@
+diffusion index
@@ Property / zbMATH Keywords: diffusion index / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+factor models
@@ Property / zbMATH Keywords: factor models / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Lasso
@@ Property / zbMATH Keywords: Lasso / rank @@
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@@ Property / zbMATH Keywords @@
+Lars
@@ Property / zbMATH Keywords: Lars / rank @@
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@@ Property / zbMATH Keywords @@
+hard thresholding
@@ Property / zbMATH Keywords: hard thresholding / rank @@
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@@ Property / MaRDI profile type @@
+Publication
@@ Property / MaRDI profile type: Publication / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2008.08.010
+Normal rank
@@ Property / OpenAlex ID @@
+W2000632882
@@ Property / OpenAlex ID: W2000632882 / rank @@
+Normal rank
@@ Property / cites work @@
+Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions
+Normal rank
@@ Property / cites work @@
+Prediction by Supervised Principal Components
@@ Property / cites work: Prediction by Supervised Principal Components / rank @@
+Normal rank
@@ Property / cites work @@
+Are more data always better for factor analysis?
@@ Property / cites work: Are more data always better for factor analysis? / rank @@
+Normal rank
@@ Property / cites work @@
+Ideal spatial adaptation by wavelet shrinkage
@@ Property / cites work: Ideal spatial adaptation by wavelet shrinkage / rank @@
+Normal rank
@@ Property / cites work @@
+Least angle regression. (With discussion)
@@ Property / cites work: Least angle regression. (With discussion) / rank @@
+Normal rank
@@ Property / cites work @@
+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
+Normal rank
@@ Property / cites work @@
+The Generalized Dynamic Factor Model
@@ Property / cites work: The Generalized Dynamic Factor Model / rank @@
+Normal rank
@@ Property / cites work @@
+Q4187195
@@ Property / cites work: Q4187195 / rank @@
+Normal rank
@@ Property / cites work @@
+How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation
+Normal rank
@@ Property / cites work @@
+Forecasting using a large number of predictors: is Bayesian shrinkage a valid alternative to principal components?
+Normal rank
@@ Property / cites work @@
+A new approach to variable selection in least squares problems
+Normal rank
@@ Property / cites work @@
+Forecasting Using Principal Components From a Large Number of Predictors
+Normal rank
@@ Property / cites work @@
+Q4864293
@@ Property / cites work: Q4864293 / rank @@
+Normal rank
@@ Property / cites work @@
+Regularization and Variable Selection Via the Elastic Net
+Normal rank
@@ Property / DOI @@
+.1016/J.JECONOM.2008.08.010
@@ Property / DOI: 10.1016/J.JECONOM.2008.08.010 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:299223