Predictive quantile regression with mixed roots and increasing dimensions : the ALQR approach
Rui Fan, Ji Hyung Lee, Youngki Shin
| Year of publication: |
2023
|
|---|---|
| Authors: | Fan, Rui ; Lee, Ji Hyung ; Shin, Youngki |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 237.2023, 2,3, p. 1-19
|
| Subject: | Adaptive lasso | Cointegration | Forecasting | Oracle property | Quantile regression | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Kointegration |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2022.11.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014471819