Predictive quantile regression with mixed roots and increasing dimensions: the ALQR approach (Q6090583)
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scientific article; zbMATH DE number 7767730
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| English | Predictive quantile regression with mixed roots and increasing dimensions: the ALQR approach |
scientific article; zbMATH DE number 7767730 |
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Predictive quantile regression with mixed roots and increasing dimensions: the ALQR approach (English)
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17 November 2023
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adaptive LASSO
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cointegration
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forecasting
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oracle property
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quantile regression
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