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31
Sparse partial robust M regression
Hoffmann, Irene
;
Serneels, Sven
;
Filzmoser, Peter
; …
-
2015
Persistent link: https://www.econbiz.de/10011290635
Saved in:
32
Efficient iterative maximum likelihood estimation of high-parameterized time series models
Hautsch, Nikolaus
;
Okhrin, Ostap
;
Ristig, Alexander
-
2014
with a penalization approach yielding
sparsity
and reducing model complexity. Small sample properties of the estimator are …
Persistent link: https://www.econbiz.de/10010235324
Saved in:
33
Forecasting energy commodity prices : a large global dataset sparse approach
Ferrario, Davide L.
;
Ravazzolo, Francesco
;
Vespingnani, …
- In:
Energy economics
98
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012872633
Saved in:
34
Forecasting energy commodity prices : a large global dataset sparse approach
Ferrari, Davide
;
Ravazzolo, Francesco
;
Vespignani, Joaquin
-
2021
Persistent link: https://www.econbiz.de/10013179342
Saved in:
35
Forecasting energy commodity prices : a large global dataset sparse approach
Ferrari, Davide
;
Ravazzolo, Francesco
;
Vespignani, Joaquin
-
2019
Persistent link: https://www.econbiz.de/10012224686
Saved in:
36
Approximate residual balancing : de-biased inference of average treatment effects in high dimensions
Athey, Susan
;
Imbens, Guido
;
Wager, Stefan
-
2017
Persistent link: https://www.econbiz.de/10011775965
Saved in:
37
Forecasting using sparse cointegration
Wilms, Ines
;
Croux, Christophe
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1256-1267
Persistent link: https://www.econbiz.de/10011622146
Saved in:
38
Multi-class vector autoregressive models for multi-store sales data
Wilms, I.
;
Barbaglia, L.
;
Croux, Christophe
-
2016
Persistent link: https://www.econbiz.de/10011658937
Saved in:
39
Efficient iterative maximum likelihood estimation of high-parameterized time series models
Hautsch, Nikolaus
;
Okhrin, Ostap
;
Ristig, Alexander
-
Center for Financial Studies
-
2014
with a penalization approach yielding
sparsity
and reducing model complexity. Small sample properties of the estimator are …
Persistent link: https://www.econbiz.de/10010958791
Saved in:
40
Penalized estimation of panel vector autoregressive models : a panel LASSO approach
Camehl, Annika
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1185-1204
Persistent link: https://www.econbiz.de/10014465265
Saved in:
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