Factor-adjusted regularized model selection
Jianqing Fan, Yuan Ke, Kaizheng Wang
| Year of publication: |
2020
|
|---|---|
| Authors: | Fan, Jianqing ; Ke, Yuan ; Wang, Kaizheng |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 216.2020, 1, p. 71-85
|
| Subject: | Correlated covariates | Factor model | Model selection consistency | Regularized -estimator | Time series | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Korrelation | Correlation | Faktorenanalyse | Factor analysis | Modellierung | Scientific modelling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.01.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012439637