High-dimensional macroeconomic forecasting and variable selection via penalized regression (Q5084328)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: High-dimensional macroeconomic forecasting and variable selection via penalized regression |
scientific article; zbMATH DE number 7547358
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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)
0 references
24 June 2022
0 references
macroeconomic forecasting
0 references
mixed data sampling (MIDAS)
0 references
oracle inequality
0 references
penalized regression
0 references
portfolio selection
0 references
ultra-high-dimensional time series
0 references
