Travail de recherche/Working paper
Titre: |
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Auteur: | Luciani, Matteo |
Informations sur la publication: | Elsevier, International Journal of Forecasting |
Statut de publication: | Publié, 2011-07 |
series: | ECARES Working Papers, ECARES 2011‐022 |
Sujet CREF: | Economie |
Sujet JEL: | Estimation |
Multiple or Simultaneous Equation Models: Time-Series Models | |
Multiple or Simultaneous Equation Models: Models with Panel Data | |
Model Evaluation and Selection | |
Forecasting and Other Model Applications | |
Volumes/pages: | 10 p. |
Mots-clés: | Penalized regressions; Local factors; Bayesian shrinkage; Forecasting |
Langue: | Anglais |
Identificateurs: | RePEc:eca:wpaper:2013/97308 |