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Parameter cascading for panel models with unknown number of unobserved factors: An application to the credit spread puzzle.
Oualid Bada
Alois Kneip
Published in:
Comput. Stat. Data Anal. (2014)
Keyphrases
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small number
data sets
machine learning
decision making
training data
statistical model
database
decision trees
parameter estimation
complex systems
classification models
explanatory variables