LASSO estimation of threshold autoregressive models
Ngai Hang Chan, Chun Yip Yau, Rong-Mao Zhang
| Year of publication: |
December 2015
|
|---|---|
| Authors: | Chan, Ngai Hang ; Yau, Chun Yip ; Zhang, Rong-Mao |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 189.2015, 2, p. 285-296
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| Subject: | Group lasso | Information criterion | Least angle regression (LARS) | Multiple regimes | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Kleinste-Quadrate-Methode | Least squares method | Nichtlineare Regression | Nonlinear regression | Autokorrelation | Autocorrelation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2015.03.023 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011504532