Adaptive LASSO estimation for ARDL models with GARCH innovations (Q5864640)
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scientific article; zbMATH DE number 7538209
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Adaptive LASSO estimation for ARDL models with GARCH innovations |
scientific article; zbMATH DE number 7538209 |
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Adaptive LASSO estimation for ARDL models with GARCH innovations (English)
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8 June 2022
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adaLASSO
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ARDL
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GARCH
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LASSO
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shrinkage
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sparse models
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time series
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0.8189458847045898
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0.8114198446273804
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0.8063509464263916
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0.7986912727355957
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