FORECASTING INDUSTRIAL PRODUCTION IN BRAZIL USING MANY PREDICTORS

FORECASTING INDUSTRIAL PRODUCTION IN BRAZIL USING MANY PREDICTORS

Nesse artigo, utilizamos o índice de produção industrial brasileira para comparar a capacidade preditiva de regressões irrestritas e regressões sujeitas a penalidades usando muitos preditores. Focamos no least absolute shrinkage and selection operator (LASSO) e suas extensões. Propomos também uma co...

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Bibliographic Details
Main Author:	LEONARDO DE PAOLI CARDOSO DE CASTRO
Other Authors:	MARCELO CUNHA MEDEIROS
Language:	English
Published:	PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO 2016
Online Access:	http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=28515@1 http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=28515@2

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