Penalized estimation of panel vector autoregressive models : a panel LASSO approach
Annika Camehl
| Year of publication: |
2023
|
|---|---|
| Authors: | Camehl, Annika |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 39.2023, 3, p. 1185-1204
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| Subject: | Forecasting | Model selection | Multi-country model | Shrinkage estimation | Sparse estimation | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Panel | Panel study | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Makroökonometrie | Macroeconometrics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2022.05.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014465265