An Automated Approach Towards Sparse Single-Equation Cointegration Modelling (Q136150)
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scientific article; zbMATH DE number 7306302
- An automated approach towards sparse single-equation cointegration modelling
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Automated Approach Towards Sparse Single-Equation Cointegration Modelling |
scientific article; zbMATH DE number 7306302 |
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Statements
24 September 2018
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4 February 2021
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econ.EM
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stat.ME
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An automated approach towards sparse single-equation cointegration modelling (English)
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SPECS
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penalized regression
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single-equation error-correction model
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cointegration
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high-dimensional data
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