TY  - JOUR
TI  - Regression Shrinkage and Selection Via the Lasso
AU  - Robert Tibshirani
JO  - Journal of the Royal Statistical Society Series B: Statistical Methodology
PY  - 1996
VL  - 58
IS  - 1
DO  - 10.1111/j.2517-6161.1996.tb02080.x
UR  - https://doi.org/10.1111/j.2517-6161.1996.tb02080.x
ER  -


TY  - JOUR
TI  - Forecasting with artificial neural networks:
AU  - Guoqiang Zhang
AU  - B. Eddy Patuwo
AU  - Michael Y. Hu
JO  - International Journal of Forecasting
PY  - 1998
VL  - 14
IS  - 1
DO  - 10.1016/s0169-2070(97)00044-7
UR  - https://doi.org/10.1016/s0169-2070(97)00044-7
ER  -


TY  - JOUR
TI  - DeepAR: Probabilistic forecasting with autoregressive recurrent networks
AU  - David Salinas
AU  - Valentín Flunkert
AU  - Jan Gasthaus
AU  - Tim Januschowski
JO  - International Journal of Forecasting
PY  - 2019
VL  - 36
IS  - 3
DO  - 10.1016/j.ijforecast.2019.07.001
UR  - https://doi.org/10.1016/j.ijforecast.2019.07.001
ER  -


TY  - JOUR
TI  - Prediction of firm-level technical efficiencies with a generalized frontier production function and panel data
AU  - George E. Battese
AU  - Tim Coelli
JO  - Journal of Econometrics
PY  - 1988
VL  - 38
IS  - 3
DO  - 10.1016/0304-4076(88)90053-x
UR  - https://doi.org/10.1016/0304-4076(88)90053-x
ER  -


TY  - JOUR
TI  - Recurrent Neural Networks for Time Series Forecasting: Current status and future directions
AU  - Hansika Hewamalage
AU  - Christoph Bergmeir
AU  - Kasun Bandara
JO  - International Journal of Forecasting
PY  - 2020
VL  - 37
IS  - 1
DO  - 10.1016/j.ijforecast.2020.06.008
UR  - https://doi.org/10.1016/j.ijforecast.2020.06.008
ER  -


TY  - JOUR
TI  - Macroeconomic Expectations of Households and Professional Forecasters
AU  - Christopher Carroll
JO  - The Quarterly Journal of Economics
PY  - 2003
VL  - 118
IS  - 1
DO  - 10.1162/00335530360535207
UR  - https://doi.org/10.1162/00335530360535207
ER  -