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Parameter cascading for panel models with unknown number of unobserved factors: An application to the credit spread puzzle.

Oualid BadaAlois Kneip
Published in: Comput. Stat. Data Anal. (2014)
Keyphrases
  • small number
  • data sets
  • machine learning
  • decision making
  • training data
  • statistical model
  • database
  • decision trees
  • parameter estimation
  • complex systems
  • classification models
  • explanatory variables