most citedSparse structures with LASSO through Principal Components: forecasting GDP components in the short-run

15 citations · 15 across the 1 of their papers we have counts for

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1 paper

econ.EM2019★ 15 cited

Sparse structures with LASSO through Principal Components: forecasting GDP components in the short-run

Saulius Jokubaitis, Dmitrij Celov, Remigijus Leipus

This paper aims to examine the use of sparse methods to forecast the real, in the chain-linked volume sense, expenditure components of the US and EU GDP in the short-run sooner tha…