Complete subset regressions
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Recommendations
- Complete subset regressions with large-dimensional sets of predictors
- COMPLETE SUBSET AVERAGING FOR QUANTILE REGRESSIONS
- Complete subset least squares support vector regression
- All possible subset regressions using the triangular decomposition
- All possible subset regressions using the QR decomposition
- scientific article; zbMATH DE number 46873
- scientific article; zbMATH DE number 1906319
- Better subset regression
- Subseries Methods in Regression
Cites work
- scientific article; zbMATH DE number 4070082 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 854587 (Why is no real title available?)
- Approximately normal tests for equal predictive accuracy in nested models
- Automatic Block-Length Selection for the Dependent Bootstrap
- Bagging predictors
- Bayesian Model Averaging for Linear Regression Models
- Benchmark priors for Bayesian model averaging.
- Calibration and empirical Bayes variable selection
- Cross-validation prior choice in Bayesian probit regression with many covariates
- Forecasting inflation using dynamic model averaging
- How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation
- On the adaptive elastic net with a diverging number of parameters
- Optimal prediction pools
- Optimal weight choice for frequentist model average estimators
- Predictability of stock returns and asset allocation under structural breaks
- Regularization and Variable Selection Via the Elastic Net
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Shotgun Stochastic Search for “Largep” Regression
- The Adaptive Lasso and Its Oracle Properties
- Time-varying combinations of predictive densities using nonlinear filtering
- Time-varying sparsity in dynamic regression models
- Transdimensional Markov Chains
Cited in
(30)- Forecasting crude oil prices: do technical indicators need economic constraints?
- In Search of a Job: Forecasting Employment Growth Using Google Trends
- Nonparametric prediction of stock returns based on yearly data: the long-term view
- Nonparametric long term prediction of stock returns with generated bond yields
- Forecasting benchmarks of long-term stock returns via machine learning
- Complete subset averaging approach for high-dimensional generalized linear models
- The combination of forecasts: A ranking and subset selection approach
- Forecasting using random subspace methods
- Robust inference in AR-G/GARCH models under model uncertainty
- The determinants of CDS spreads: evidence from the model space
- Tactical sales forecasting using a very large set of macroeconomic indicators
- Complete subset least squares support vector regression
- Predictive model averaging with parameter instability and heteroskedasticity
- To combine forecasts or to combine information?
- Forecasting Inflation in a Data-Rich Environment: The Benefits of Machine Learning Methods
- ForecastComb
- Estimating the variance of a combined forecast: bootstrap-based approach
- Time-varying forecast combination for factor-augmented regressions with smooth structural changes
- Model averaging for asymptotically optimal combined forecasts
- Complete subset regressions with large-dimensional sets of predictors
- Distribution theory of the least squares averaging estimator
- Time-varying forecast combination for high-dimensional data
- COMPLETE SUBSET AVERAGING FOR QUANTILE REGRESSIONS
- Bayesian compressed vector autoregressions
- MSGARCHelm
- High-dimensional predictive regression in the presence of cointegration
- Forecasting macroeconomic variables in data-rich environments
- Forecasting with factor-augmented regression: a frequentist model averaging approach
- Multiple Regression Model Averaging and the Focused Information Criterion With an Application to Portfolio Choice
- Stocks recommendation from large datasets using important company and economic indicators
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