Work

Macroeconomic Forecasting and Variable Selection with a Very Large Number of Predictors: A Penalized Regression Approach

Year: 2017

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.2927876

Authors: Yoshimasa Uematsu, Shinya Tanaka

Institutions: Tohoku University, Otaru University of Commerce

Language: English

Topic: Statistical Methods and Inference

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

Funder: Japan Society for the Promotion of Science

Awards: G3856658889, Econometric Analysis on Ultra-high dimensional Factor models and DI forecasts

OpenAlex ID: W3125878142

Cites: 51

Cited by: 4

Related to: 10