Forecasting economic time series using targeted predictors (Q299223)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting economic time series using targeted predictors |
scientific article |
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Forecasting economic time series using targeted predictors (English)
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22 June 2016
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diffusion index
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factor models
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Lasso
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Lars
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hard thresholding
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