Lasso regression and its application in forecasting macro economic indicators: a study on Vietnam's exports
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Publication:2086244
DOI10.1007/978-3-030-77094-5_44zbMath1495.62101MaRDI QIDQ2086244
Pham Hoang Uyen, Vo Thi Le Uyen, Le Thanh Hoa, Trinh Quoc Trung
Publication date: 25 October 2022
Full work available at URL: https://doi.org/10.1007/978-3-030-77094-5_44
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62J07: Ridge regression; shrinkage estimators (Lasso)
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