Pages that link to "Item:Q1019994"
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The following pages link to Forecast comparison of principal component regression and principal covariate regression (Q1019994):
Displaying 11 items.
- Principal covariates clusterwise regression (PCCR): accounting for multicollinearity and population heterogeneity in hierarchically organized data (Q525229) (← links)
- Computational techniques for applied econometric analysis of macroeconomic and financial processes (Q1019982) (← links)
- Forecast comparison of principal component regression and principal covariate regression (Q1019994) (← links)
- Forecasting time series using principal component analysis with respect to instrumental variables (Q1023449) (← links)
- Forecasting binary longitudinal data by a functional PC-ARIMA model (Q1023652) (← links)
- Discussion of different logistic models with functional data. Application to systemic lupus erythematosus (Q1023938) (← links)
- Revisiting useful approaches to data-rich macroeconomic forecasting (Q1659116) (← links)
- Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market (Q1927117) (← links)
- Simple VARs cannot approximate Markov switching asset allocation decisions: an out-of-sample assessment (Q1927136) (← links)
- Targeted principal components regression (Q2140873) (← links)
- Predictive performance of psychological tests: is it better to use items than subscales? (Q6170539) (← links)
