Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Year of publication: |
2024
|
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Authors: | Gabauer, David ; Gupta, Rangan ; Marfatia, Hardik A. ; Miller, Stephen M. |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 89.2024, 2, p. 349-362
|
Subject: | Dynamic connectedness | Elastic net VAR | Lasso VAR | Ridge VAR | U.S. housing | USA | United States | VAR-Modell | VAR model | Immobilienpreis | Real estate price | Schätzung | Estimation |
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