High-dimensional macroeconomic forecasting and variable selection via penalized regression (Q5084328)
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scientific article; zbMATH DE number 7547358
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| English | High-dimensional macroeconomic forecasting and variable selection via penalized regression |
scientific article; zbMATH DE number 7547358 |
Statements
High-dimensional macroeconomic forecasting and variable selection via penalized regression (English)
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24 June 2022
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macroeconomic forecasting
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mixed data sampling (MIDAS)
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oracle inequality
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penalized regression
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portfolio selection
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ultra-high-dimensional time series
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