Machine Learning Regularization Methods in High-Dimensional Monetary and Financial VARs
Vector autoregressions (VARs) and their multiple variants are standard models in economic and financial research due to their power for forecasting, data analysis and inference. These properties are a consequence of their capabilities to include multiple variables and lags which, however, turns into...
Autori principali: | Sánchez García, Javier, Cruz Rambaud, Salvador |
---|---|
Natura: | info:eu-repo/semantics/article |
Lingua: | English |
Pubblicazione: |
MDPI
2022
|
Soggetti: | |
Accesso online: | http://hdl.handle.net/10835/13536 |
Documenti analoghi
Documenti analoghi
-
Measuring Financial Knowledge: A Macroeconomic Perspective
di: Oliver Márquez, Francisco José, et al.
Pubblicazione: (2024) -
Global Research Trends in Financial Transactions
di: Abad Segura, Emilio, et al.
Pubblicazione: (2020) -
Applying Machine Learning Techniques to the Analysis and Prediction of Financial Data
di: Flores Siguenza, Pablo Andres, et al.
Pubblicazione: (2024) -
El sector industrial ante la Unión Económica y Monetaria
di: Carretero Gómez, Anselmo
Pubblicazione: (2011) -
The Mendicant Preachers and The Merchant's Soul: the civilization of commerce in the late-middle ages and Renaissance Italy (1275-1425)
di: Hanssen, M. (Mark), et al.
Pubblicazione: (2016)