Forecasting with many predictors: an empirical comparison

Simple item page
dc.coverage.sucursalBogotáspa
dc.creatorGonzález-Molano, Eliana Rocío
dc.date.accessioned2011-02-20T08:30:10Zeng
dc.date.available2011-02-20T08:30:10Z
dc.date.created2011-02-20
dc.date.issued2011-02-20
dc.description.abstractThree methodologies of estimation of models with many predictors are implemented to forecast Colombian inflation. Two factor models, based on principal components, and partial least squares, as well as a Bayesian regression, known as Ridge regression areeng
dc.format.mimetypePDFspa
dc.identifier.handlehttps://hdl.handle.net/20.500.12134/5660spa
dc.identifier.urihttps://repositorio.banrep.gov.co/handle/20.500.12134/5660
dc.language.isospaspa
dc.publisherBanco de la Repúblicaspa
dc.relation.doihttps://doi.org/10.32468/be.643spa
dc.relation.ispartofDocumentos de Trabajospa
dc.relation.ispartofseriesBorradores de Economíaspa
dc.relation.isversionofBorradores de Economía; No. 643
dc.relation.numberBorrador 643spa
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/643.htmlspa
dc.rights.accessRightsOpen Accesseng
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0eng
dc.rights.disclaimerLas opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva.spa
dc.rights.spaAcceso abiertospa
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/eng
dc.source.handleRepecRePEc:bdr:borrec:643spa
dc.subject.jelC53 - Forecasting and Prediction Methods; Simulation Methodseng
dc.subject.jelspaC53 - Métodos de pronóstico y predicción; métodos de simulaciónspa
dc.subject.keywordPartial least squareseng
dc.subject.keywordPrincipal componentseng
dc.subject.keywordRidge regressioneng
dc.subject.lembInflación -- Mediciones -- Metodología -- Modelos -- Colombiaspa
dc.subject.lembPronóstico de la economía -- Mediciones -- Metodología -- Modelos -- Colombiaspa
dc.titleForecasting with many predictors: an empirical comparisonspa
dc.typeWorking Papereng
dc.type.hasversionPublished Versioneng
dc.type.spaDocumentos de trabajospa

Files

Original bundle
Now showing 1 - 5 of 25
Thumbnail Image
Name:
be_643.pdf
Size:
924.7 KB
Format:
Adobe Portable Document Format
FILE
https://repositorio.banrep.gov.co/bitstream/handle/20.500.12134/5660/be_643.pdf
Description:
Borrador de Economia No. 643
Download
Thumbnail Image
Name:
BDE-643-001.JPG
Size:
49.66 KB
Format:
Joint Photographic Experts Group/JPEG File Interchange Format (JFIF)
FILE
https://repositorio.banrep.gov.co/bitstream/handle/20.500.12134/5660/BDE-643-001.JPG
Description:
Imagen 643-001
Download
Thumbnail Image
Name:
BDE-643-002.JPG
Size:
93.83 KB
Format:
Joint Photographic Experts Group/JPEG File Interchange Format (JFIF)
FILE
https://repositorio.banrep.gov.co/bitstream/handle/20.500.12134/5660/BDE-643-002.JPG
Description:
Imagen 643-002
Download
Thumbnail Image
Name:
BDE-643-003.JPG
Size:
96.49 KB
Format:
Joint Photographic Experts Group/JPEG File Interchange Format (JFIF)
FILE
https://repositorio.banrep.gov.co/bitstream/handle/20.500.12134/5660/BDE-643-003.JPG
Description:
Imagen 643-003
Download
Thumbnail Image
Name:
BDE-643-004.JPG
Size:
92.33 KB
Format:
Joint Photographic Experts Group/JPEG File Interchange Format (JFIF)
FILE
https://repositorio.banrep.gov.co/bitstream/handle/20.500.12134/5660/BDE-643-004.JPG
Description:
Imagen 643-004
Download
License bundle
Now showing 1 - 1 of 1
Name:
license.txt
Size:
1.71 KB
Format:
Plain Text
Description:
Download

Collections

Borradores de Economía