Pages that link to "Item:Q299225"
From MaRDI portal
The following pages link to Forecasting using a large number of predictors: is Bayesian shrinkage a valid alternative to principal components? (Q299225):
Displaying 46 items.
- Lasso Inference for High-Dimensional Time Series (Q95760) (← links)
- Regularized estimation in sparse high-dimensional time series models (Q127754) (← links)
- Forecasting economic time series using targeted predictors (Q299223) (← links)
- Sparse and robust normal and \(t\)-portfolios by penalized \(L_q\)-likelihood minimization (Q322443) (← links)
- The three-pass regression filter: a new approach to forecasting using many predictors (Q494165) (← links)
- Asymptotic analysis of the squared estimation error in misspecified factor models (Q494175) (← links)
- Asymptotics of the principal components estimator of large factor models with weakly influential factors (Q527936) (← links)
- Infinite-dimensional VARs and factor models (Q737936) (← links)
- Strong selection consistency of Bayesian vector autoregressive models based on a pseudo-likelihood approach (Q820793) (← links)
- Revisiting useful approaches to data-rich macroeconomic forecasting (Q1659116) (← links)
- Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods (Q1659126) (← links)
- Real-time factor model forecasting and the effects of instability (Q1659156) (← links)
- Estimation and forecasting in vector autoregressive moving average models for rich datasets (Q1680191) (← links)
- Tactical sales forecasting using a very large set of macroeconomic indicators (Q1681509) (← links)
- Dynamic variable selection with spike-and-slab process priors (Q2057381) (← links)
- High-dimensional inference for linear model with correlated errors (Q2075037) (← links)
- Nowcasting with large Bayesian vector autoregressions (Q2106382) (← links)
- Sparse restricted perceptions equilibrium (Q2152317) (← links)
- Nonconcave penalized estimation in sparse vector autoregression model (Q2180066) (← links)
- Sequential testing for structural stability in approximate factor models (Q2186663) (← links)
- Consistent estimation of high-dimensional factor models when the factor number is over-estimated (Q2192324) (← links)
- Factor models in high-dimensional time series: A time-domain approach (Q2447649) (← links)
- Theory-coherent forecasting (Q2451809) (← links)
- Forecasting by factors, by variables, by both or neither? (Q2453089) (← links)
- Factor models with local factors -- determining the number of relevant factors (Q2673197) (← links)
- Structural inference in sparse high-dimensional vector autoregressions (Q2697986) (← links)
- Choosing between identification schemes in noisy-news models (Q2700532) (← links)
- (Q2971498) (← links)
- Forecasting macroeconomic variables in a small open economy: a comparison between small- and large-scale models (Q3065501) (← links)
- Forecasting using targeted diffusion indexes (Q3065519) (← links)
- Sparse and stable Markowitz portfolios (Q3069222) (← links)
- Stock return predictability: A factor-augmented predictive regression system with shrinkage method (Q5034238) (← links)
- Model-based approach for scenario design: stress test severity and banks' resiliency (Q5041674) (← links)
- Random autoregressive models: A structured overview (Q5065206) (← links)
- Forecasting crude oil prices: do technical indicators need economic constraints? (Q5092666) (← links)
- Post-selection inference of generalized linear models based on the lasso and the elastic net (Q5092702) (← links)
- Bayesian principal component regression with data-driven component selection (Q5127030) (← links)
- IPAD: Stable Interpretable Forecasting with Knockoffs Inference (Q5146036) (← links)
- High-Dimensional Posterior Consistency in Bayesian Vector Autoregressive Models (Q5231502) (← links)
- Efficient Estimation with Many Weak Instruments Using Regularization Techniques (Q5864515) (← links)
- Determining the number of factors with potentially strong within-block correlations in error terms (Q5864656) (← links)
- Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components (Q5870780) (← links)
- Joint Structural Break Detection and Parameter Estimation in High-Dimensional Nonstationary VAR Models (Q5881081) (← links)
- High-Dimensional Vector Autoregressive Time Series Modeling via Tensor Decomposition (Q5881139) (← links)
- BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS (Q6088682) (← links)
- Approximate factor models with weaker loadings (Q6108332) (← links)