Paolo Andreini

University of Rome Tor Vergata

Via di Tor Vergata

Rome, Lazio 00133

Italy

SCHOLARLY PAPERS

2

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37

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Scholarly Papers (2)

1.

A Horse Race in High Dimensional Space

CEIS Working Paper No. 452
Number of pages: 31 Posted: 15 Feb 2019
Paolo Andreini and Donato Ceci
University of Rome Tor Vergata and University of Rome Tor Vergata
Downloads 36 (457,097)

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Variable selection, High-dimensional time series, Dynamic factor models, Shrinkage methods, Cross-validation

2.

Nowcasting German GDP

CEPR Discussion Paper No. DP14323
Number of pages: 27 Posted: 29 Jan 2020
University of Rome Tor Vergata, Free University of Berlin (FUB), Now-Casting Economics, London Business School and Free University of Berlin (FUB) - Division of Economics
Downloads 1 (674,874)
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