LASSO estimation of threshold autoregressive models
Year of publication: |
December 2015
|
---|---|
Authors: | Chan, Ngai Hang ; Yau, Chun Yip ; Zhang, Rong-Mao |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 189.2015, 2, p. 285-296
|
Subject: | Group lasso | Information criterion | Least angle regression (LARS) | Multiple regimes | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Autokorrelation | Autocorrelation |
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