On LASSO for predictive regression
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Publication:2155298
Cites work
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
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Cited in
(8)- Strong Rules for Discarding Predictors in Lasso-Type Problems
- On LASSO for high dimensional predictive regression
- Penalisation methods in fitting high-dimensional cointegrated vector autoregressive models: a review
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Penetrating sporadic return predictability
- Lasso Regression Based on Empirical Mode Decomposition
- Forecasting vector autoregressions with mixed roots in the vicinity of unity
- scientific article; zbMATH DE number 5957506 (Why is no real title available?)
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