Forecasting financial and macroeconomic variables using data reduction methods: new empirical evidence (Q2511793)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Forecasting financial and macroeconomic variables using data reduction methods: new empirical evidence |
scientific article |
Statements
Forecasting financial and macroeconomic variables using data reduction methods: new empirical evidence (English)
0 references
6 August 2014
0 references
bagging
0 references
Bayesian model averaging
0 references
boosting
0 references
diffusion index
0 references
elastic net
0 references
forecasting
0 references
least angle regression
0 references
non-negative garotte
0 references
prediction
0 references
reality check
0 references
ridge regression
0 references
0 references
0 references