Pages that link to "Item:Q5255876"
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The following pages link to AUTOMATED ESTIMATION OF VECTOR ERROR CORRECTION MODELS (Q5255876):
Displaying 24 items.
- An Automated Approach Towards Sparse Single-Equation Cointegration Modelling (Q136150) (← links)
- Forecasting cointegrated nonstationary time series with time-varying variance (Q341895) (← links)
- 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)
- \(\ell_1\)-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors (Q898600) (← links)
- Determination of vector error correction models in high dimensions (Q1739869) (← links)
- Combining \(p\)-values to test for multiple structural breaks in cointegrated regressions (Q2000873) (← links)
- On LASSO for predictive regression (Q2155298) (← links)
- High-dimensional predictive regression in the presence of cointegration (Q2224889) (← links)
- Inference in heavy-tailed vector error correction models (Q2294452) (← links)
- Estimation for double-nonlinear cointegration (Q2305983) (← links)
- Optimal estimation of cointegrated systems with irrelevant instruments (Q2511780) (← links)
- Exponential squared loss based robust variable selection of AR models (Q2673830) (← links)
- Multiple structural breaks in cointegrating regressions: a model selection approach (Q2700541) (← links)
- Buffered vector error-correction models: an application to the U.S. Treasury bond rates (Q2700572) (← links)
- Automated Estimation of Heavy-Tailed Vector Error Correction Models (Q5041351) (← links)
- Error-Correction Factor Models for High-dimensional Cointegrated Time Series (Q5134485) (← links)
- On asymptotic risk of selecting models for possibly nonstationary time-series (Q5861039) (← links)
- Adaptive LASSO estimation for ARDL models with GARCH innovations (Q5864640) (← links)
- Reduced forms and weak instrumentation (Q5864650) (← links)
- Counterfactual Analysis With Artificial Controls: Inference, High Dimensions, and Nonstationarity (Q5881962) (← links)
- Sparse vector error correction models with application to cointegration‐based trading (Q6081857) (← links)
- Predictive quantile regression with mixed roots and increasing dimensions: the ALQR approach (Q6090583) (← links)
