Penalised inference for lagged dependent regression in the presence of autocorrelated residuals (Q1640650)
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scientific article; zbMATH DE number 6889337
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| default for all languages | No label defined |
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| English | Penalised inference for lagged dependent regression in the presence of autocorrelated residuals |
scientific article; zbMATH DE number 6889337 |
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Penalised inference for lagged dependent regression in the presence of autocorrelated residuals (English)
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14 June 2018
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time series
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high-dimensional models
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penalized likelihood
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0.7718514800071716
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0.7392135262489319
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0.7244274020195007
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0.7161087989807129
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