High-dimensional Linear Regression for Dependent Data with Applications to Nowcasting (Q4986331)
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scientific article; zbMATH DE number 7339773
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| English | High-dimensional Linear Regression for Dependent Data with Applications to Nowcasting |
scientific article; zbMATH DE number 7339773 |
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High-dimensional Linear Regression for Dependent Data with Applications to Nowcasting (English)
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27 April 2021
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consistency
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forecasting
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high-dimensional time series
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Lasso
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mixed-frequency data
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model selection
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nowcasting
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0.89394206
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0.88582456
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0.88275176
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0.8801334
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0.8742528
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0.87391955
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0.87103343
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