DIE-BG
  • Home
  • HEFM
    • Introduction
    • Results
    • SVAR50-4B
    • SVAR50-AR1
    • SVAR51
    • SVAR52
    • SVAR53
  • Organization
  1. Results
  2. SVAR53
  3. Index
  • Introduction
  • Results
    • SVAR50-4B
      • Index
      • Variable Final Estimation Date
      • Variable Initial Estimation Date (IS)
      • Variable Initial Estimation Date (OS)
      • Variable Sample Size
    • SVAR50-AR1
      • Comparación del SVAR50-4B y el SVAR50-AR1
    • SVAR51
      • Acercamiento QPM con el SVAR51
    • SVAR52
      • Comparación del SVAR50-4B y el SVAR52
    • SVAR53
      • Index
      • Calibración de hiperparámetros
  1. Results
  2. SVAR53
  3. Index
  • Calibración de hiperparámetro para regresión Ridge: This exercise evaluates multiple values of the regularization parameter \(\lambda\) to identify the optimal Ridge regression estimate and compare with the SVAR50-4B model. The effect is evaluated out-of-sample.