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3 research outputs found
Adaptive LASSO Estimation for ARDL Models with GARCH Innovations
Author
A Kock
A M Lindner
+16 more
Eduardo F Mendes
H Zou
H Zou
J Davidson
J Fan
L Hentschel
M Medeiros
M Medeiros
M Meitz
Marcelo C. Medeiros
P B�lhmann
R Tibshirani
S Basu
Y Fan
Y Nardi
Z Liao
Publication venue
'Elsevier BV'
Publication date
01/01/2015
Field of study
No full text
Crossref
L_1-Regularization of High-Dimensional Time-Series Models with Flexible Innovations
Author
A Belloni
A Kock
+52 more
A Kock
B Bernanke
B Efron
C He
C Lam
C Lam
D Rapach
Eduardo F Mendes
F Audrino
F Audrino
F Corsi
G Rech
H Leeb
H Leeb
H L�tkepohl
H Wang
H Wang
H Zou
H Zou
H Zou
J Bai
J Bai
J Davidson
J Fan
J Huang
J Issler
J Kierzkowski
J Samuels
J Stock
J Stock
J Stock
K Jurado
L Callot
M Barigozzi
M C Medeiros
Marcelo C. Medeiros
N Hsu
N Meinshausen
P B�lhmann
P J Bickel
P Zhao
R Tibshirani
S A Van De Geer
S Ling
S Ludvigson
S Song
W Jiang
X Cheng
X Cheng
Y Fan
Y Nardi
Y Zhang
Publication venue
'Elsevier BV'
Publication date
01/01/2015
Field of study
No full text
Crossref
ARCO: An Artificial Counterfactual Approach For High-Dimensional Panel Time-Series Data
Author
A Abadie
A Abadie
+57 more
A Belasen
A Belloni
A Belloni
A Belloni
A Billmeier
A Van Der Vaart
B Ferman
B Ferman
B P�tscher
C Hsiao
C.-E Bai
Carlos Carvalho
D Andrews
D Andrews
D Mcleish
E Cavallo
E Fatas
E Rio
F Souza
G Caruso
H Brockmann
H Chen
H Fujiki
H Leeb
H Niemi
H Zou
J Angrist
J Angrist
J Bai
J Bai
J Bai
J Fern�ndez-Villaverde
J Heckman
J Slemrod
J Wan
K Grier
K Li
L Gobillon
L Gobillon
M Ouyang
M Pesaran
M Pesaran
N Doudchenko
P B�lhmann
P Doukhan
R Tibshirani
S An
S Athey
S Johnson
S Jordan
S Xie
T Conley
W D Haan
W Newey
X Chen
Z Du
Z Du
Publication venue
'Elsevier BV'
Publication date
01/01/2016
Field of study
No full text
Crossref