Pages that link to "Item:Q5864640"
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The following pages link to Adaptive LASSO estimation for ARDL models with GARCH innovations (Q5864640):
Displaying 5 items.
- Regularized estimation of high‐dimensional vector autoregressions with weakly dependent innovations (Q5095824) (← links)
- <i>Econometric Reviews</i> honors Esfandiar Maasoumi (Q5864635) (← links)
- UNIFORM ASYMPTOTICS AND CONFIDENCE REGIONS BASED ON THE ADAPTIVE LASSO WITH PARTIALLY CONSISTENT TUNING (Q6145540) (← links)
- On the adaptive Lasso estimator of AR(\(p\)) time series with applications to INAR(\(p\)) and Hawkes processes (Q6541944) (← links)
- Machine Learning Time Series Regressions With an Application to Nowcasting (Q6620932) (← links)
