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The Chen-Tindall system and the lasso operator: improving automatic model performance. (2016). Tindall, Michael ; chen, jiaqi.
In: Occasional Papers.
RePEc:fip:feddop:2016_001.

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  2. ––––– (2016b), “Testing for and Estimating Structural Breaks and Other Nonlinearities in a Dynamic Monetary Sector," International Finance Discussion Paper (Washington, D.C., Federal Reserve Board), in preparation, and Studies in Nonlinear Dynamics & Econometrics (forthcoming).
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  4. Chen, Jiaqi, and Michael L. Tindall (2016), “The Structure of a Machine-Built Global Macro Forecasting System,” Occasional Paper no. 13-01, (Federal Reserve Bank of Dallas, April 2013, rev. January 2016), and Journal of Alternative Investments (forthcoming).

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  9. Jeffreys, Harold, and Bertha S. Jeffreys (1988), Methods of Mathematical Physics, Third Edition (Cambridge: Cambridge University Press).
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  10. Kapinos, Pavel S., and Oscar A. Mitnik (2015), “A Top-down Approach to Stress-testing Banks,” Federal Deposit Insurance Corporation Working Paper Series, FDIC Center for Financial Research Working Paper No. 2015-02 (Washington, D.C., FDIC, March), and Journal of Financial Services Research (forthcoming).

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  13. Zou, Hui and Trevor Hastie (2005), "Regularization and Variable Selection via the Elastic Net," Journal of the Royal Statistical Society, Series B, 67 (2): 301–320.

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