Oracle properties, bias correction, and bootstrap inference for adaptive lasso for time series \(M\)-estimators (Q4606958)
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scientific article; zbMATH DE number 6848860
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| English | Oracle properties, bias correction, and bootstrap inference for adaptive lasso for time series \(M\)-estimators |
scientific article; zbMATH DE number 6848860 |
Statements
Oracle Properties, Bias Correction, and Bootstrap Inference for Adaptive Lasso for Time Series <i>M</i>‐Estimators (English)
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9 March 2018
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adaptive Lasso
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oracle properties
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bias correction
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bootstrap inference
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Taylor rule
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monetary policy model
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0.7879837155342102
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0.7868416905403137
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0.7850747108459473
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0.7762221693992615
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0.7658836841583252
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