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1
Model selection and shrinkage : an overview
Caner, Mehmet
;
Medeiros, Marcelo C.
- In:
Econometric reviews
35
(
2016
)
8/10
,
pp. 1343-1346
Persistent link: https://www.econbiz.de/10011592330
Saved in:
2
Lassoing the HAR model : a model selection perspective on realized volatility dynamics
Audrino, Francesco
;
Knaus, Simon D.
- In:
Econometric reviews
35
(
2016
)
8/10
,
pp. 1485-1521
Persistent link: https://www.econbiz.de/10011592369
Saved in:
3
Oracle inequalities for convex loss functions with nonlinear targets
Caner, Mehmet
;
Kock, Anders Bredahl
- In:
Econometric reviews
35
(
2016
)
8/10
,
pp. 1377-1411
Persistent link: https://www.econbiz.de/10011592343
Saved in:
4
Confidence sets based on thresholding estimators in high-dimensional Gaussian regression models
Schneider, Ulrike
- In:
Econometric reviews
35
(
2016
)
8/10
,
pp. 1412-1455
Persistent link: https://www.econbiz.de/10011592348
Saved in:
5
The risk of James-Stein and
Lasso
Shrinkage
Hansen, Bruce E.
- In:
Econometric reviews
35
(
2016
)
8/10
,
pp. 1456-1470
Persistent link: https://www.econbiz.de/10011592359
Saved in:
6
The penalized analytic center estimator
Knight, Keith
- In:
Econometric reviews
35
(
2016
)
8/10
,
pp. 1471-1484
Persistent link: https://www.econbiz.de/10011592361
Saved in:
7
Lassoing the determinants of retirement
Kallestrup-Lamb, Malene
;
Kock, Anders Bredahl
; …
- In:
Econometric reviews
35
(
2016
)
8/10
,
pp. 1522-1561
Persistent link: https://www.econbiz.de/10011592371
Saved in:
8
Adaptive
LASSO
estimation for ARDL models with GARCH innovations
Medeiros, Marcelo C.
;
Mendes, Eduardo F.
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 622-637
Persistent link: https://www.econbiz.de/10011795298
Saved in:
9
An upper bound for functions of estimators in high dimensions
Caner, Mehmet
;
Han, Xu
- In:
Econometric reviews
40
(
2021
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10012483794
Saved in:
10
Finite-sample results for
lasso
and stepwise Neyman-orthogonal Poisson estimators
Drukker, David M.
;
Liu, Di
- In:
Econometric reviews
41
(
2022
)
9
,
pp. 1047-1076
Persistent link: https://www.econbiz.de/10013364941
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