Arbeitspapier
Importance Assessment of Correlated Predictors in Business Cycles Classification
When trying to interpret estimated parameters the researcher is interested in the (relative) importance of the individual predictors. However, if the predictors are highly correlated, the interpretation of coefficients, e.g. as economic ?multipliers?, is not applicable in standard regression or classification models. The goal of this paper is to develop a procedure to obtain such measures of importance for classification methods and to apply them to models for the classification of german business cycle phases.
- Language
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Englisch
- Bibliographic citation
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Series: Technical Report ; No. 2004,66
- Subject
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Konjunkturprognose
Prognoseverfahren
Korrelation
Klassifikation
Theorie
- Event
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Geistige Schöpfung
- (who)
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Enache, Daniel
Weihs, Claus
- Event
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Veröffentlichung
- (who)
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Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
- (where)
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Dortmund
- (when)
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2004
- Handle
- Last update
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10.03.2025, 11:47 AM CET
Data provider
This object is provided by:
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ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Enache, Daniel
- Weihs, Claus
- Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
Time of origin
- 2004
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Outliers and influence points in German business cycles
Classification-relevant Importance Measures for the West German Business Cycle
Ensuring an efficient turning process by means of desirability index optimization for correlated quality criteria
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Clustering techniques for the detection of business cycles
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Fitting simulation input models for correlated traffic data
Importance Assessment of Correlated Predictors in Business Cycles Classification
Outliers and influence points in German business cycles
Classification-relevant Importance Measures for the West German Business Cycle
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A note on the behaviour of the process capability index C_pmk with asymmetric specification limits
Pareto-Optimality and Desirability Indices
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