THE APPLICATION OF RIDGE REGRESSION METHODS WHEN COMBINING FORECASTS
Forecasting of economic indicators with time series using one or another method or another but the only method leads to the situation that all the information contained in other forecasting methods is usually discarded. The information that is ignored may contain information that allows other featur...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | Russian |
| Published: |
Government of the Russian Federation, Financial University
2018-10-01
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| Series: | Финансы: теория и практика |
| Subjects: | |
| Online Access: | https://financetp.fa.ru/jour/article/view/730 |