Pages that link to "Item:Q299225"
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The following pages link to Forecasting using a large number of predictors: is Bayesian shrinkage a valid alternative to principal components? (Q299225):
Displaying 12 items.
- Regularized estimation in sparse high-dimensional time series models (Q127754) (← links)
- Forecasting economic time series using targeted predictors (Q299223) (← links)
- Sparse and robust normal and \(t\)-portfolios by penalized \(L_q\)-likelihood minimization (Q322443) (← links)
- The three-pass regression filter: a new approach to forecasting using many predictors (Q494165) (← links)
- Asymptotic analysis of the squared estimation error in misspecified factor models (Q494175) (← links)
- Asymptotics of the principal components estimator of large factor models with weakly influential factors (Q527936) (← links)
- Infinite-dimensional VARs and factor models (Q737936) (← links)
- Revisiting useful approaches to data-rich macroeconomic forecasting (Q1659116) (← links)
- Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods (Q1659126) (← links)
- Real-time factor model forecasting and the effects of instability (Q1659156) (← links)
- Estimation and forecasting in vector autoregressive moving average models for rich datasets (Q1680191) (← links)
- Tactical sales forecasting using a very large set of macroeconomic indicators (Q1681509) (← links)
