Oracle efficient estimation and forecasting with the adaptive Lasso and the adaptive group Lasso in vector autoregressions
Laurent A. F. Callot and Anders Bredahl Kock
| Year of publication: |
2014
|
|---|---|
| Authors: | Callot, Laurent A. F. ; Kock, Anders Bredahl |
| Published in: |
Essays in nonlinear time series econometrics. - Oxford [u.a.] : Oxford Univ. Press, ISBN 0-19-967995-9. - 2014, p. 238-266
|
| Subject: | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010385848