SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES (Q2981821): Difference between revisions

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+MaRDI publication profile
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+Sparse estimators and the oracle property, or the return of Hodges' estimator
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+Testing For and Dating Common Breaks in Multivariate Time Series
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+Profile-kernel likelihood inference with diverging number of parameters
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+Common breaks in means and variances for panel data
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+Estimation of multiple-regime regressions with least absolutes deviation
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+ORACLE EFFICIENT VARIABLE SELECTION IN RANDOM AND FIXED EFFECTS PANEL DATA MODELS
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+Asymptotics for Lasso-type estimators.
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+Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
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+End-of-Sample Instability Tests
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+Estimating a common deterministic time trend break in large panels with cross sectional dependence
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+Tests for Parameter Instability and Structural Change With Unknown Change Point
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+Model Selection and Estimation in Regression with Grouped Variables
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+Sparsity and Smoothness Via the Fused Lasso
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+Pathwise coordinate optimization
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+Nonconcave penalized likelihood with a diverging number of parameters.
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+Detection of structural breaks in linear dynamic panel data models
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+TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS
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+Properties and refinements of the fused Lasso
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+Estimating and Testing Structural Changes in Multivariate Regressions
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+An alternative to unit root tests: bridge estimators differentiate between nonstationary versus stationary models and select optimal lag
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+On the distribution of the adaptive LASSO estimator
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+On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding
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+LASSO-TYPE GMM ESTIMATOR
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+Segmentation of ARX-models using sum-of-norms regularization
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+A Bernstein type inequality and moderate deviations for weakly dependent sequences
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+Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain
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+Jackknife model averaging for quantile regressions
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+Exponential inequalities for martingales and asymptotic properties of the free energy of directed polymers in a random environment
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+Critical values for multiple structural change tests
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+Estimating and Testing Linear Models with Multiple Structural Changes
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+ADAPTIVE GMM SHRINKAGE ESTIMATION WITH CONSISTENT MOMENT SELECTION
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