On LASSO for predictive regression
Ji Hyung Lee, Zhentao Shi, Zhan Gao
| Year of publication: |
2022
|
|---|---|
| Authors: | Lee, Ji Hyung ; Shi, Zhentao ; Gao, Zhan |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 229.2022, 2, p. 322-349
|
| Subject: | Cointegration | Machine learning | Nonstationary time series | Shrinkage estimation | Variable selection | Regressionsanalyse | Regression analysis | Zeitreihenanalyse | Time series analysis | Künstliche Intelligenz | Artificial intelligence | Schätztheorie | Estimation theory | Kointegration | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2021.02.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013441886