Browsing FORLand Working Papers by Subject "Forecast performance"
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2020DiskussionspapierAVM and High Dimensional Data - Do Ridge, the Lasso or the Elastic Net provide an 'automated' solution? In this paper, we apply Ridge Regression, the Lasso and the Elastic Net to a rich and reliable data set of condominiums sold in Berlin, Germany, between 1996 and 2013. We their predictive performance in a rolling window ...