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Economic predictions with big data: the illusion of sparsity

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Bibliographic Details
Authors and Corporations: Giannone, Domenico (Author), Lenza, Michele (Author), Primiceri, Giorgio E. (Author)
Other Authors: Lenza, Michele [Author] • Primiceri, Giorgio E. 1974- [Author]
Type of Resource: E-Book
Language: English
published:
Series: Federal Reserve Bank of New York: Staff reports ; no. 847 (April 2018)
Subjects:
Prognoseverfahren
Wirtschaftsmodell
Big Data
Modellierung
Theorie
model selection
shrinkage
high dimensional data
Graue Literatur
Fallstudie
Source: Verbunddaten SWB
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