Importance Assessment of Correlated Predictors in Business Cycles Classification

dc.contributor.author	Enache, Daniel	de
dc.contributor.author	Weihs, Claus	de
dc.date.accessioned	2005-01-31T08:15:05Z
dc.date.available	2005-01-31T08:15:05Z
dc.date.issued	2004	de
dc.description.abstract	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.	en
dc.format.extent	112421 bytes
dc.format.mimetype	application/pdf
dc.identifier.uri	http://hdl.handle.net/2003/20080
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-2762
dc.language.iso	en	de
dc.publisher	Universität Dortmund	de
dc.subject.ddc	310	de
dc.title	Importance Assessment of Correlated Predictors in Business Cycles Classification	en
dc.type	Text	de
dc.type.publicationtype	report	en
dcterms.accessRights	open access

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