Pages that link to "Item:Q1931358"
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The following pages link to An alternative to unit root tests: bridge estimators differentiate between nonstationary versus stationary models and select optimal lag (Q1931358):
Displaying 12 items.
- Oracle inequalities for high dimensional vector autoregressions (Q494169) (← links)
- Shrinkage estimation of dynamic panel data models with interactive fixed effects (Q894645) (← links)
- Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso (Q898588) (← links)
- On LASSO for predictive regression (Q2155298) (← links)
- High-dimensional predictive regression in the presence of cointegration (Q2224889) (← links)
- Regularized bridge-type estimation with multiple penalties (Q2230875) (← links)
- SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES (Q2981821) (← links)
- The Doubly Adaptive LASSO for Vector Autoregressive Models (Q4976476) (← links)
- Sparsely restricted penalized estimators (Q5078476) (← links)
- AUTOMATED ESTIMATION OF VECTOR ERROR CORRECTION MODELS (Q5255876) (← links)
- Mixed Lasso estimator for stochastic restricted regression models (Q5861222) (← links)
- Confidence Sets Based on Thresholding Estimators in High-Dimensional Gaussian Regression Models (Q5864506) (← links)
