Pages that link to "Item:Q2786685"

The following pages link to CONSISTENT AND CONSERVATIVE MODEL SELECTION WITH THE ADAPTIVE LASSO IN STATIONARY AND NONSTATIONARY AUTOREGRESSIONS (Q2786685):

Displaying 19 items.

• An Automated Approach Towards Sparse Single-Equation Cointegration Modelling (Q136150) (← links)
• Using Lasso-family models to estimate the impact of monetary policy on corporate investments (Q2069975) (← links)
• On LASSO for predictive regression (Q2155298) (← links)
• Consistent model selection criteria and goodness-of-fit test for common time series models (Q2180087) (← links)
• High-dimensional predictive regression in the presence of cointegration (Q2224889) (← links)
• Order selection for possibly infinite-order non-stationary time series (Q2324319) (← links)
• Exponential squared loss based robust variable selection of AR models (Q2673830) (← links)
• Flexible HAR model for realized volatility (Q2697034) (← links)
• Multiple structural breaks in cointegrating regressions: a model selection approach (Q2700541) (← links)
• Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions (Q5030952) (← links)
• Automated Estimation of Heavy-Tailed Vector Error Correction Models (Q5041351) (← links)
• Binary quantile regression and variable selection: A new approach (Q5860953) (← links)
• On asymptotic risk of selecting models for possibly nonstationary time-series (Q5861039) (← links)
• Counterfactual Analysis With Artificial Controls: Inference, High Dimensions, and Nonstationarity (Q5881962) (← links)
• Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence (Q6067223) (← links)
• Penetrating sporadic return predictability (Q6090551) (← links)
• Predictive quantile regression with mixed roots and increasing dimensions: the ALQR approach (Q6090583) (← links)
• UNIFORM ASYMPTOTICS AND CONFIDENCE REGIONS BASED ON THE ADAPTIVE LASSO WITH PARTIALLY CONSISTENT TUNING (Q6145540) (← links)
• Ensemble framework for causality learning with heterogeneous directed acyclic graphs through the lens of optimization (Q6164344) (← links)