Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components?
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Frankfurt am Main
Europ. Central Bank
2006
|
| Schriftenreihe: | Working paper series / European Central Bank
700 |
| Schlagworte: | |
| Beschreibung: | 33 S. |
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Datensatz im Suchindex
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| discipline | Wirtschaftswissenschaften |
| discipline_str_mv | Wirtschaftswissenschaften |
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| illustrated | Not Illustrated |
| index_date | 2024-07-02T16:53:23Z |
| indexdate | 2024-07-09T20:54:23Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-015505996 |
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| physical | 33 S. |
| publishDate | 2006 |
| publishDateSearch | 2006 |
| publishDateSort | 2006 |
| publisher | Europ. Central Bank |
| record_format | marc |
| series2 | Working paper series / European Central Bank |
| spelling | De Mol, Christine Verfasser aut Forecasting using a large number of predictors is Bayesian regression a valid alternative to principal components? by Christine De Mol, Domenico Giannone and Lucrezia Reichlin Frankfurt am Main Europ. Central Bank 2006 33 S. txt rdacontent n rdamedia nc rdacarrier Working paper series / European Central Bank 700 Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf Bayes-Entscheidungstheorie (DE-588)4144220-9 gnd rswk-swf Prognoseverfahren (DE-588)4358095-6 gnd rswk-swf Regressionsanalyse (DE-588)4129903-6 gnd rswk-swf Hauptkomponentenanalyse (DE-588)4129174-8 gnd rswk-swf Vektor-autoregressives Modell (DE-588)4288533-4 gnd rswk-swf Prognoseverfahren (DE-588)4358095-6 s Zeitreihenanalyse (DE-588)4067486-1 s Regressionsanalyse (DE-588)4129903-6 s Bayes-Entscheidungstheorie (DE-588)4144220-9 s Vektor-autoregressives Modell (DE-588)4288533-4 s Hauptkomponentenanalyse (DE-588)4129174-8 s DE-604 European Central Bank Working paper series 700 (DE-604)BV012681744 700 |
| spellingShingle | De Mol, Christine Forecasting using a large number of predictors is Bayesian regression a valid alternative to principal components? Zeitreihenanalyse (DE-588)4067486-1 gnd Bayes-Entscheidungstheorie (DE-588)4144220-9 gnd Prognoseverfahren (DE-588)4358095-6 gnd Regressionsanalyse (DE-588)4129903-6 gnd Hauptkomponentenanalyse (DE-588)4129174-8 gnd Vektor-autoregressives Modell (DE-588)4288533-4 gnd |
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| title | Forecasting using a large number of predictors is Bayesian regression a valid alternative to principal components? |
| title_auth | Forecasting using a large number of predictors is Bayesian regression a valid alternative to principal components? |
| title_exact_search | Forecasting using a large number of predictors is Bayesian regression a valid alternative to principal components? |
| title_exact_search_txtP | Forecasting using a large number of predictors is Bayesian regression a valid alternative to principal components? |
| title_full | Forecasting using a large number of predictors is Bayesian regression a valid alternative to principal components? by Christine De Mol, Domenico Giannone and Lucrezia Reichlin |
| title_fullStr | Forecasting using a large number of predictors is Bayesian regression a valid alternative to principal components? by Christine De Mol, Domenico Giannone and Lucrezia Reichlin |
| title_full_unstemmed | Forecasting using a large number of predictors is Bayesian regression a valid alternative to principal components? by Christine De Mol, Domenico Giannone and Lucrezia Reichlin |
| title_short | Forecasting using a large number of predictors |
| title_sort | forecasting using a large number of predictors is bayesian regression a valid alternative to principal components |
| title_sub | is Bayesian regression a valid alternative to principal components? |
| topic | Zeitreihenanalyse (DE-588)4067486-1 gnd Bayes-Entscheidungstheorie (DE-588)4144220-9 gnd Prognoseverfahren (DE-588)4358095-6 gnd Regressionsanalyse (DE-588)4129903-6 gnd Hauptkomponentenanalyse (DE-588)4129174-8 gnd Vektor-autoregressives Modell (DE-588)4288533-4 gnd |
| topic_facet | Zeitreihenanalyse Bayes-Entscheidungstheorie Prognoseverfahren Regressionsanalyse Hauptkomponentenanalyse Vektor-autoregressives Modell |
| volume_link | (DE-604)BV012681744 |
| work_keys_str_mv | AT demolchristine forecastingusingalargenumberofpredictorsisbayesianregressionavalidalternativetoprincipalcomponents |