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Comparison of predictive econometrics techniques

Summary: This project was part of a class on predictive econometrics at the University of St.Gallen (2020). The aim was to compare the performance (R-Square) of three methods to predict sales volumes for a grocery shop. To do so, I used OLS, Ridge and elastic net estimators.

Author: Arnaud Schuele

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Comparison of OLS, Ridge and elastic net estimators

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