Department of Economics and Business Economics

Nonlinear Forecasting with Many Predictors using Kernel Ridge Regression

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Standard

Nonlinear Forecasting with Many Predictors using Kernel Ridge Regression. / Exterkate, Peter; Groenen, Patrick J. F.; Heij, Christiaan; van Dijk, Dick.

In: Journal of Forecasting, Vol. 32, No. 3, 2016, p. 736–753.

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Harvard

Exterkate, P, Groenen, PJF, Heij, C & van Dijk, D 2016, 'Nonlinear Forecasting with Many Predictors using Kernel Ridge Regression', Journal of Forecasting, vol. 32, no. 3, pp. 736–753. https://doi.org/10.1016/j.ijforecast.2015.11.017

APA

Exterkate, P., Groenen, P. J. F., Heij, C., & van Dijk, D. (2016). Nonlinear Forecasting with Many Predictors using Kernel Ridge Regression. Journal of Forecasting, 32(3), 736–753. https://doi.org/10.1016/j.ijforecast.2015.11.017

CBE

MLA

Vancouver

Author

Exterkate, Peter ; Groenen, Patrick J. F. ; Heij, Christiaan ; van Dijk, Dick. / Nonlinear Forecasting with Many Predictors using Kernel Ridge Regression. In: Journal of Forecasting. 2016 ; Vol. 32, No. 3. pp. 736–753.

Bibtex

@article{48c7f4825f20452aab2fa5fff49c858b,
title = "Nonlinear Forecasting with Many Predictors using Kernel Ridge Regression",
author = "Peter Exterkate and Groenen, {Patrick J. F.} and Christiaan Heij and {van Dijk}, Dick",
year = "2016",
doi = "10.1016/j.ijforecast.2015.11.017",
language = "English",
volume = "32",
pages = "736–753",
journal = "Journal of Forecasting",
issn = "0277-6693",
publisher = "JohnWiley & Sons Ltd.",
number = "3",

}

RIS

TY - JOUR

T1 - Nonlinear Forecasting with Many Predictors using Kernel Ridge Regression

AU - Exterkate, Peter

AU - Groenen, Patrick J. F.

AU - Heij, Christiaan

AU - van Dijk, Dick

PY - 2016

Y1 - 2016

U2 - 10.1016/j.ijforecast.2015.11.017

DO - 10.1016/j.ijforecast.2015.11.017

M3 - Journal article

VL - 32

SP - 736

EP - 753

JO - Journal of Forecasting

JF - Journal of Forecasting

SN - 0277-6693

IS - 3

ER -