Oracle efficient estimation of structural breaks in cointegrating regressions (Q5030952)
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scientific article; zbMATH DE number 7476228
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| English | Oracle efficient estimation of structural breaks in cointegrating regressions |
scientific article; zbMATH DE number 7476228 |
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Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions (English)
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18 February 2022
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adaptive group Lasso
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change-points
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cointegration
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model selection
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US money demand
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0.784781277179718
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0.7538233995437622
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0.75347900390625
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0.7514531016349792
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0.749178946018219
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