Machine Learning for Regularized Survey Forecast Combination: Partially-Egalitarian Lasso and its Derivatives
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下载链接：
https://www.nber.org/papers/w24967
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资源简介：
Despite the clear success of forecast combination in many economic environments, several important issues remain incompletely resolved. The issues relate to selection of the set of forecasts to combine, and whether some form of additional regularization (e.g., shrinkage) is desirable. Against this
提供机构：
美国国家经济研究局
创建时间：
2018-09-01
