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 |
