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Efficient estimation of approximate factor models via penalized maximum likelihood
Bai, Jushan; Liao, Yuan - In: Journal of econometrics 191 (2016) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10011594307
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Lasso maximum likelihood estimation of parametric models with singular information matrices
Jin, Fei; Lee, Lung-fei - In: Econometrics : open access journal 6 (2018) 1, pp. 1-24
regular case. We propose to estimate such models by the adaptive lasso maximum likelihood and propose an information criterion …
Persistent link: https://www.econbiz.de/10011823268
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Cross-validation for selecting a model selection procedure
Zhang, Yongli; Yang, Yuhong - In: Journal of econometrics 187 (2015) 1, pp. 95-112
Persistent link: https://www.econbiz.de/10011498762
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Sparse regression for large data sets with outliers
Bottmer, Lea; Croux, Christophe; Wilms, Ines - In: European journal of operational research : EJOR 297 (2022) 2, pp. 782-794
Persistent link: https://www.econbiz.de/10013259938
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Variable selection in sparse semiparametric single index models
Chu, Jianghao; Lee, Tae-hwy; Ullah, Aman - 2019
Persistent link: https://www.econbiz.de/10012244169
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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
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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
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Inference in regression discontinuity designs with high-dimensional covariates
Kreiss, Alexander; Rothe, Christoph - In: The econometrics journal 26 (2023) 2, pp. 105-123
Persistent link: https://www.econbiz.de/10014319272
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Indicator selection of index construction by adaptive lasso with a generic [epsilon]-insensitive loss
Ye, Yafen; Chi, Renyong; Shao, Yuan-Hai; Li, Chun-Na; … - In: Computational economics 60 (2022) 3, pp. 971-990
Persistent link: https://www.econbiz.de/10013380861
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Penalized exponential series estimation of copula densities with an application to intergenerational dependence of body mass index
Gao, Yichen; Zhang, Yu Yvette; Wu, Ximing - In: Empirical economics : a journal of the Institute for … 48 (2015) 1, pp. 61-81
Persistent link: https://www.econbiz.de/10011285954