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Search: subject:"penalized least squares"
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Penalized least squares
22
penalized least squares
16
Estimation theory
12
Schätztheorie
12
Time series analysis
7
Zeitreihenanalyse
7
Oracle property
6
Penalized GMM
6
Regression analysis
5
Regressionsanalyse
5
Theorie
5
Theory
5
Cluster analysis
4
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4
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4
Group Lasso
4
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4
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4
Momentenmethode
4
Schätzung
4
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4
Structural change
4
linear model
4
moments estimation
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state-space estimation
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time-varying coefficients
4
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3
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3
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Group fused Lasso
3
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Nichtparametrisches Verfahren
3
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3
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3
Panel study
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3
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Article
28
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English
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Su, Liangjun
8
Schlicht, Ekkehart
5
Qian, Junhui
4
Shang, Han Lin
4
Shi, Zhentao
4
Linton, Oliver
3
Phillips, Peter C. B.
3
Vogt, Michael
3
Beran, Rudolf
2
Yamada, Hiroshi
2
Antoch, Jaromir
1
Beran, Rodolf
1
Chang, Le
1
Chiang, Chin-Tsang
1
Feng, Lingbing
1
Ferrari, Davide
1
Florens, Jean-Pierre
1
Giuzio, Margherita
1
Guerrero, Víctor M.
1
Guo, Xu
1
Guyon, Xavier
1
Haensel, Alwin
1
Hardouin, Cécile
1
Huang, Jianhua Z.
1
Hwang, Heungsun
1
Hyndman, Rob J
1
Hyndman, Rob.J.
1
Islas, A.
1
Ji, Kaiying
1
Koole, Ger
1
Lee, Eun Ryung
1
Lee, Jang-Han
1
Leeb, Hannes
1
Li, Chin-Shang
1
Li, Jiahan
1
Li, Runze
1
Lim, Jooseop
1
Liu, Jingyuan
1
Lu, Ying
1
Moskowitz, D.
1
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Cowles Foundation for Research in Economics, Yale University
2
Department of Econometrics and Business Statistics, Monash Business School
2
School of Economics, Singapore Management University
2
Centre for Microdata Methods and Practice (CEMMAP)
1
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Annals of the Institute of Statistical Mathematics
4
Journal of Multivariate Analysis
3
Journal of econometrics
3
Cowles Foundation Discussion Papers
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Monash Econometrics and Business Statistics Working Papers
2
Working Papers / School of Economics, Singapore Management University
2
CEMMAP working papers / Centre for Microdata Methods and Practice
1
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Computational Statistics
1
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1
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1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics Letters
1
Economics letters
1
European journal of operational research : EJOR
1
Graz economics papers : GEP
1
IZA Discussion Papers
1
International Journal of Forecasting
1
International journal of forecasting
1
Journal of Applied Statistics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of forecasting
1
Journal of the Korean Statistical Society
1
Manufacturing & Service Operations Management
1
Mathematics and Computers in Simulation (MATCOM)
1
Munich Discussion Paper
1
Münchener Wirtschaftswissenschaftliche Beiträge : VWL ; discussion papers
1
Psychometrika
1
Romanian journal of economic forecasting
1
Statistical Inference for Stochastic Processes
1
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RePEc
22
ECONIS (ZBW)
17
EconStor
4
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1
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating
Shang, Han Lin
;
Ji, Kaiying
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1973-1988
Persistent link: https://www.econbiz.de/10014432826
Saved in:
2
VC: a method for estimating time-varying coefficients in linear models
Schlicht, Ekkehart
- In:
Journal of the Korean Statistical Society
50
(
2021
)
4
,
pp. 1164-1196
. The method calculates the conditional expectations of the coefficients, given the observations. A
penalized
least
squares
…
Persistent link: https://www.econbiz.de/10014501686
Saved in:
3
Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic
Guo, Xu
;
Li, Runze
;
Liu, Jingyuan
;
Zeng, Mudong
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 166-179
Persistent link: https://www.econbiz.de/10014434388
Saved in:
4
VC - A Method For Estimating Time-Varying Coefficients in Linear Models
Schlicht, Ekkehart
-
2020
. A
penalized
least
squares
estimation is linked to the GLS (Aitken) estimates of the corresponding linear model with time …
Persistent link: https://www.econbiz.de/10012180113
Saved in:
5
VC : a method for estimating time-varying coefficients in linear models
Schlicht, Ekkehart
-
2020
. A
penalized
least
squares
estimation is linked to the GLS (Aitken) estimates of the corresponding linear model with time …
Persistent link: https://www.econbiz.de/10012161405
Saved in:
6
VC: A method for estimating time-varying coefficients in linear models
Schlicht, Ekkehart
-
2019
. A
penalized
least
squares
estimation is linked to the GLS (Aitken) estimates of the corresponding linear model with time …
Persistent link: https://www.econbiz.de/10012271254
Saved in:
7
Forecasting remittances to Mexico with a multi-state Markov-Switching model applied to the trend with controlled smoothness
Islas, A.
;
Guerrero, Víctor M.
;
Silva, Eliud
- In:
Romanian journal of economic forecasting
22
(
2019
)
1
,
pp. 38-56
Persistent link: https://www.econbiz.de/10012021961
Saved in:
8
VC : a method for estimating time-varying coefficients in linear models
Schlicht, Ekkehart
-
2019
. A
penalized
least
squares
estimation is linked to the GLS (Aitken) estimates of the corresponding linear model with time …
Persistent link: https://www.econbiz.de/10012134019
Saved in:
9
Forecasting mortality with a hyperbolic spatial temporal VAR model
Feng, Lingbing
;
Shi, Yanlin
;
Chang, Le
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 255-273
Persistent link: https://www.econbiz.de/10012692702
Saved in:
10
A hedonic house price index in continuous time
Waltl, Sofie
-
2015
Persistent link: https://www.econbiz.de/10010530597
Saved in:
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