Pages that link to "Item:Q6100262"

The following pages link to Economic Predictions With Big Data: The Illusion of Sparsity (Q6100262):

Displaying 24 items.

• The deluge of spurious correlations in big data (Q1655499) (← links)
• The illusion of the illusion of sparsity: an exercise in prior sensitivity (Q2077428) (← links)
• Most powerful test against a sequence of high dimensional local alternatives (Q2697980) (← links)
• Structural inference in sparse high-dimensional vector autoregressions (Q2697986) (← links)
• Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions (Q5057240) (← links)
• (Q5455534) (← links)
• Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components (Q5870780) (← links)
• A Bayesian Framework for Sparse Estimation in High-Dimensional Mixed Frequency Vector Autoregressive Models (Q6069889) (← links)
• BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS (Q6088682) (← links)
• On the aggregation of probability assessments: regularized mixtures of predictive densities for eurozone inflation and real interest rates (Q6090580) (← links)
• A penalized two-pass regression to predict stock returns with time-varying risk premia (Q6090588) (← links)
• Modelling mortality: A bayesian factor-augmented var (favar) approach (Q6105762) (← links)
• Global robust Bayesian analysis in large models (Q6108269) (← links)
• Forward-selected panel data approach for program evaluation (Q6163247) (← links)
• Bridging factor and sparse models (Q6183755) (← links)
• Synthetic Control with Time Varying Coefficients A State Space Approach with Bayesian Shrinkage (Q6190720) (← links)
• Bayesian estimation of cluster covariance matrices of unknown form (Q6554209) (← links)
• Are Latent Factor Regression and Sparse Regression Adequate? (Q6567903) (← links)
• Ridge Regression Under Dense Factor Augmented Models (Q6567950) (← links)
• FNETS: Factor-Adjusted Network Estimation and Forecasting for High-Dimensional Time Series (Q6626256) (← links)
• Combining large numbers of density predictions with Bayesian predictive synthesis (Q6645240) (← links)
• Bayesian reconciliation of return predictability (Q6645244) (← links)
• Higher-Order Expansions and Inference for Panel Data Models (Q6651379) (← links)
• Testing for sparse idiosyncratic components in factor-augmented regression models (Q6664624) (← links)