Pages that link to "Item:Q2224889"
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The following pages link to High-dimensional predictive regression in the presence of cointegration (Q2224889):
Displaying 9 items.
- On LASSO for predictive regression (Q2155298) (← links)
- Editorial. Special issue of the Journal of Econometrics on ``Econometric estimation and testing: essays in honour of Maxwell King'' (Q2224878) (← links)
- Penetrating sporadic return predictability (Q6090551) (← links)
- Predictive quantile regression with mixed roots and increasing dimensions: the ALQR approach (Q6090583) (← links)
- Forward-selected panel data approach for program evaluation (Q6163247) (← links)
- Semi-parametric single-index predictive regression models with cointegrated regressors (Q6193026) (← links)
- High-dimensional data segmentation in regression settings permitting temporal dependence and non-Gaussianity (Q6597259) (← links)
- On LASSO for high dimensional predictive regression (Q6600010) (← links)
- Penalisation methods in fitting high-dimensional cointegrated vector autoregressive models: a review (Q6612363) (← links)
