Browsing Working Papers by Subject "model selection"

DSpace/Manakin Repository

Browsing Working Papers by Subject "model selection"

Sort by: Order: Results:

  • Icon
    Title: Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP  Author(s): KUZIN, Vladimir; MARCELLINO, Massimiliano; SCHUMACHER, Christian Date: 2009 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: This paper discusses pooling versus model selection for now- and forecasting in the presence of model uncertainty with large, unbalanced datasets. Empirically, unbalanced data is pervasive in economics and typically due ...