Adaptive LASSO for selecting Fourier coefficients in a functional smooth time-varying cointegrating regression: an application to the Feldstein-Horioka puzzle (Q1998246)
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scientific article; zbMATH DE number 7318177
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| English | Adaptive LASSO for selecting Fourier coefficients in a functional smooth time-varying cointegrating regression: an application to the Feldstein-Horioka puzzle |
scientific article; zbMATH DE number 7318177 |
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Adaptive LASSO for selecting Fourier coefficients in a functional smooth time-varying cointegrating regression: an application to the Feldstein-Horioka puzzle (English)
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6 March 2021
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time-varying cointegration
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sparse-Fourier coefficients
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adaptive Lasso
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dynamic penalized regression
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capital mobility
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