Work

Nonlinear forecasting with many predictors using kernel ridge regression

Year: 2016

Type: article

Source: International Journal of Forecasting

DOI: 10.1016/j.ijforecast.2015.11.017

Authors: Peter Exterkate, Patrick J.F. Groenen, Christiaan Heij, Dick van Dijk

Institutions: The University of Sydney, Aarhus University, Erasmus University Rotterdam, Tinbergen Institute

Language: English

Topic: Forecasting Techniques and Applications

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

Funders: National Research Foundation, Danmarks Grundforskningsfond, Danmarks Frie Forskningsfond

Awards: G302262712, G320081715, Center for Research in Econometric Analysis of Time Series (CREATES)

OpenAlex ID: W1493879008

FWCI: 7.303

Cites: 75

Cited by: 144

Related to: 10