Penalized leads-and-lags cointegrating regression : a simulation study and two empirical applications
David Neto
| Year of publication: |
2023
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| Authors: | Neto, David |
| Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 65.2023, 2, p. 949-971
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| Subject: | Adaptive LASSO | Bitcoin | Carbon emission | Dynamic OLS | Environmental Kuznets curve | Information criteria | Investor attention | Lead-lag truncation | Leads-and-lags cointegrating regression | Penalized regression | Regressionsanalyse | Regression analysis | Treibhausgas-Emissionen | Greenhouse gas emissions | Simulation | Kointegration | Cointegration | Environmental Kuznets Curve | Umweltbelastung | Pollution | Schätztheorie | Estimation theory | Kleinste-Quadrate-Methode | Least squares method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-023-02362-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014329094