Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
David Gabauer, Rangan Gupta, Hardik A. Marfatia, Stephen M. Miller
| Year of publication: |
2024
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|---|---|
| Authors: | Gabauer, David ; Gupta, Rangan ; Marfatia, Hardik A. ; Miller, Stephen M. |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 89.2024, 2, p. 349-362
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| Subject: | Dynamic connectedness | Elastic net VAR | Lasso VAR | Ridge VAR | U.S. housing | VAR-Modell | VAR model | USA | United States | Immobilienpreis | Real estate price | Schätzung | Estimation | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2023.10.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014446771