Machine learning for regularized survey forecast combination: Partially-egalitarian LASSO and its derivatives

2018/12/13 by Francis X. Diebold, Minchul Shin · 3 citations
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #Forecasting Techniques and Applications #Monetary Policy and Economic Impact #Statistical Methods and Inference

paper · doi:10.1016/j.ijforecast.2018.09.006

openalex publication_date 2018/12/13 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/29

Citations

• The Combination of Forecasts
• Optimal combination of survey forecasts

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