Oracle Properties, Bias Correction, and Inference of the Adaptive Lasso for Time Series Extremum Estimators
Year of publication: |
2015
|
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Authors: | Audrino, Francesco |
Other Persons: | Camponovo, Lorenzo (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Metallmarkt | Metal market |
Extent: | 1 Online-Ressource (38 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2340030 [DOI] |
Classification: | C12 - Hypothesis Testing ; C22 - Time-Series Models ; E43 - Determination of Interest Rates; Term Structure Interest Rates |
Source: | ECONIS - Online Catalogue of the ZBW |
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