TY  - GEN 
A1  - Gonzalez-Molano, Eliana Rocio
DA  - 2011/02/02
PY  - 2011
UR  - https://repositorio.banrep.gov.co/handle/20.500.12134/5660
AB  - Three 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...
LA  - spa
PB  - Banco de la Republica
T3  - Borradores de Economia
JF  - Borradores de Economia; No. 643
M3  - Open Access
T1  - Forecasting with many predictors: an empirical comparison
KW  - C15 - Statistical Simulation Methods: General
KW  - C11 - Bayesian Analysis: General
KW  - C52 - Model Evaluation, Validation, and Selection
KW  - C53 - Forecasting and Prediction Methods; Simulation Methods
KW  - Partial least squares
KW  - Principal components
KW  - Ridge regression
KW  - Inflacion -- Mediciones -- Metodologia -- Modelos -- Colombia
KW  - Pronostico de la economia -- Mediciones -- Metodologia -- Modelos -- Colombia
KW  - C53 - Metodos de pronostico y prediccion; metodos de simulacion
KW  - C52 - Evaluacion, contraste y seleccion de modelos
KW  - C15 - Metodos de simulacion estadistica: generalidades
KW  - C11 - Analisis bayesiano: generalidades
DO  - https://doi.org/10.32468/be.643
L1  - https://ideas.repec.org/p/bdr/borrec/643.html
ER  -