Vorträge und Posterpräsentationen (ohne Tagungsband-Eintrag):
E. Bura:
"Sufficient dimension reduction in econometrics";
Vortrag: New Developments in Econometrics and Time Series,
Graz (eingeladen);
06.06.2019
- 07.06.2019.
Kurzfassung englisch:
Sufficient Dimension Reduction (SDR) summarizes a vector of predictors x as it relates to a univariate or multivariate response y, so that all the information in the conditional distribution of y|x is preserved. SDR appeared in the early 90´s and its methodology has grown significantly since then. SDR primarily comprises of moment based and model (distribution) methods for the inverse predictors. It encompasses both linear and non-linear reductions of the predictors and it is exhaustive. Nevertheless, SDR was developed for cross-sectional data. A general SDR framework for macro-forecasting and a comparison with widely used methods for analyzing large panels of macro-variables will be presented.
Erstellt aus der Publikationsdatenbank der Technischen Universität Wien.