Bayesian MIDAS penalized regressions: Estimation, selection, and prediction
Matteo Mogliani, Anna Simoni
Topics & Concepts
Frequentist inferenceLasso (programming language)Model selectionBayesian probabilityEconometricsBayesian inferenceMathematicsComputer scienceStatisticsWorld Wide WebStatistical Methods and InferenceMonetary Policy and Economic ImpactInsurance, Mortality, Demography, Risk Management