Estimation in the presence of heteroskedasticity of unknown form : a lasso-based approach
Emilio González-Coya and Pierre Perron
| Year of publication: |
2024
|
|---|---|
| Authors: | González-Coya, Emilio ; Perron, Pierre |
| Subject: | confidence intervals | Feasible Generalized Least-Squares | linear model | Mean-Squared Error | non-parametric methods | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Statistische Methodenlehre | Statistical theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/jem-2023-0007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014580272