Forecasting financial and macroeconomic variables using data reduction methods: new empirical evidence (Q2511793)

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Forecasting financial and macroeconomic variables using data reduction methods: new empirical evidence
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    Forecasting financial and macroeconomic variables using data reduction methods: new empirical evidence (English)
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    6 August 2014
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    bagging
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    Bayesian model averaging
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    boosting
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    diffusion index
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    elastic net
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    forecasting
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    least angle regression
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    non-negative garotte
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    prediction
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    reality check
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    ridge regression
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