Determining seasonal unit roots with bridge estimator: Monte Carlo evidence and an application to convergence hypothesis

Cites work

A new look at the statistical model identification
A Statistical View of Some Chemometrics Regression Tools
An alternative to unit root tests: bridge estimators differentiate between nonstationary versus stationary models and select optimal lag
Asymptotic properties of bridge estimators in sparse high-dimensional regression models
Asymptotics for Lasso-type estimators.
Bootstrapping Lasso estimators
Bridge regression: adaptivity and group selection
Estimating the dimension of a model
Heuristics of instability and stabilization in model selection
scientific article; zbMATH DE number 845714 (Why is no real title available?)
Least angle regression. (With discussion)
On the ``degrees of freedom of the lasso
Regression coefficient and autoregressive order shrinkage and selection via the lasso
Regularization and Variable Selection Via the Elastic Net
Ridge Regression: Biased Estimation for Nonorthogonal Problems
Seasonal integration and cointegration
Shrinkage tuning parameter selection with a diverging number of parameters
Testing for Unit Roots in Seasonal Time Series
The performance of lag selection and detrending methods for HEGY seasonal unit root tests
Tuning parameter selectors for the smoothly clipped absolute deviation method
Unified LASSO Estimation by Least Squares Approximation
Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

This page was built for publication: Determining seasonal unit roots with bridge estimator: Monte Carlo evidence and an application to convergence hypothesis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6579742)