Nonlinear forecasting with many predictors using kernel ridge regression

2016-07-01

Additional Metadata
Keywords	High dimensionality, Kernel methods, Nonlinear forecasting, Ridge regression
Persistent URL	doi.org/10.1016/j.ijforecast.2015.11.017, hdl.handle.net/1765/80121
Series	Econometric Institute Reprint Series , ERIM Top-Core Articles
Journal	International Journal of Forecasting
Organisation	Erasmus University Rotterdam
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Exterkate, P., Groenen, P., Heij, C., & van Dijk, D. (2016). Nonlinear forecasting with many predictors using kernel ridge regression. International Journal of Forecasting, 32(3), 736–753. doi:10.1016/j.ijforecast.2015.11.017

See Also
researchPaper Nonlinear Forecasting with Many Predictors using Kernel Ridge Regression P. Exterkate (Peter), P.J.F. Groenen (Patrick), C. Heij (Christiaan) and D.J.C. van Dijk (Dick)

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