Diffusion Indexes With Sparse Loadings
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Publication:6616623
Cites work
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A penalized matrix decomposition, with applications to sparse principal components and canonical correlation analysis
- Are more data always better for factor analysis?
- Asymptotics for Lasso-type estimators.
- Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions
- Determining the Number of Factors in Approximate Factor Models
- Factor-based forecasting in the presence of outliers: are factors better selected and estimated by the median than by the mean?
- Forecasting Using Principal Components From a Large Number of Predictors
- Forecasting economic time series using targeted predictors
- Forecasting using targeted diffusion indexes
- Handbook of economic forecasting. Volume 1
- Least angle regression. (With discussion)
- Least squares after model selection in high-dimensional sparse models
- Regularization and Variable Selection Via the Elastic Net
- Sparse principal component analysis via regularized low rank matrix approximation
- The Adaptive Lasso and Its Oracle Properties
- To combine forecasts or to combine information?
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