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Search: subject:"Adaptive Lasso"
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Adaptive Lasso
23
Estimation theory
22
Schätztheorie
22
adaptive LASSO
18
adaptive lasso
18
Theorie
17
Adaptive LASSO
16
Theory
16
Adaptive lasso
15
Regression analysis
14
Regressionsanalyse
14
Estimation
11
Lasso
11
Prognoseverfahren
11
Schätzung
11
Variable selection
11
Forecasting model
10
quantile regression
10
Oracle property
9
Time series analysis
9
Volatility
9
Volatilität
9
Zeitreihenanalyse
9
LASSO
8
elastic net
8
adaptive Lasso
7
model selection
7
ARCH model
6
ARCH-Modell
6
Cointegration
6
Kointegration
6
Model selection
6
Capital income
5
Kapitaleinkommen
5
Monte Carlo simulation
5
Penalized estimation
5
Portfolio selection
5
Portfolio-Management
5
Quantile regression
5
VAR model
5
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Online availability
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Free
54
Undetermined
42
CC license
2
Type of publication
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Book / Working Paper
51
Article
49
Other
1
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Article in journal
32
Aufsatz in Zeitschrift
32
Working Paper
31
Arbeitspapier
20
Graue Literatur
20
Non-commercial literature
20
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2
research-article
1
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English
69
Undetermined
31
German
1
Author
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Kock, Anders Bredahl
7
Schneider, Ulrike
7
Audrino, Francesco
6
Nasekin, Sergey
6
Camponovo, Lorenzo
5
Lee, David Kuo Chuen
5
Rault, Christophe
5
Savin, Ivan
5
Wagner, Martin
4
Belaïd, Fateh
3
Chang, Yoosoon
3
De Luca, Giuseppe
3
Demirer, Mert
3
Diebold, Francis X.
3
Horowitz, Joel
3
Härdle, Wolfgang
3
Härdle, Wolfgang Karl
3
Kwak, Boreum
3
Liu, Laura
3
Magnus, Jan R.
3
Nesheim, Lars
3
Peracchi, Franco
3
Petukhina, Alla
3
Pötscher, Benedikt M.
3
Roth, Constantin
3
Yılmaz, Kamil
3
Arun, Thankom
2
Bai, Jushan
2
Belaid, Fateh
2
Buncic, Daniel
2
Callot, Laurent A.F.
2
Chuang, O-Chia
2
Epprecht, Camila
2
Fai, Phoon Kok
2
Grover, Gurprit
2
Guegan, Dominique
2
Gupta, Rangan
2
Kallestrup-Lamb, Malene
2
Kaushik, Sakshi
2
Kostov, Philip
2
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Institution
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School of Economics and Management, University of Aarhus
5
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
4
School of Economics and Political Science, Universität St. Gallen
2
COMISEF
1
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
1
Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS)
1
HAL
1
Leibniz-Institut für Wirtschaftsforschung Halle
1
School of Economics, Singapore Management University
1
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
1
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
1
Wiener Institut für Internationale Wirtschaftsvergleiche, wiiw
1
Wirtschaftswissenschaftliche Fakultät, Friedrich-Schiller-Universität Jena
1
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Published in...
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Journal of econometrics
7
Computational Statistics & Data Analysis
6
CREATES Research Papers
5
MPRA Paper
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Annals of the Institute of Statistical Mathematics
2
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
2
Econometric reviews
2
Economics Working Paper Series / School of Economics and Political Science, Universität St. Gallen
2
International review of economics & finance : IREF
2
Jena Economic Research Papers
2
Journal of Multivariate Analysis
2
SFB 649 Discussion Paper
2
SFB 649 discussion paper
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Applied economics letters
1
CAEPR working papers
1
CEMMAP working papers / Centre for Microdata Methods and Practice
1
CESifo Working Paper
1
CESifo working papers
1
Cardiff economics working papers
1
Computational Statistics
1
Contemporary Economics
1
Contemporary economics
1
Department of Economics working paper series
1
Discussion paper / Tinbergen Institute
1
Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
1
Discussion paper series / IZA
1
Documents de travail du Centre d'Economie de la Sorbonne
1
EIEF working paper
1
ERF working papers series : working paper
1
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1
Econometrics : open access journal
1
Economic modelling
1
Economics Series / Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS)
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
IWH Discussion Papers
1
IWH-Diskussionspapiere
1
IZA Discussion Papers
1
International journal of finance & economics : IJFE
1
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ECONIS (ZBW)
52
RePEc
34
EconStor
13
BASE
1
Other ZBW resources
1
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101
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1
What drives the "synchrony" and "asynchrony" between China's stock and bond markets? : An
adaptive
Lasso
-DCC-MIDAS model
Zhang, Feipeng
;
Zhang, Yilin
;
Deng, Yang
- In:
International review of economics & finance : IREF
101
(
2025
),
pp. 1-19
Persistent link: https://www.econbiz.de/10015460285
Saved in:
2
Adaptive-Lasso
MGARCH for the volatility spillover of transition finance
Xu, Yongdeng
;
Lyu, Juyi
;
Mazouz, Khelifa
-
2025
) or inapplicable (realized-variance VARs). We develop an
Adaptive-Lasso
MGARCH (AL-MGARCH) estimator that applies an L1 …
Persistent link: https://www.econbiz.de/10015457733
Saved in:
3
Detecting sparse cointegration
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
-
2024
Persistent link: https://www.econbiz.de/10015395838
Saved in:
4
Financial uncertainty and gold market volatility : evidence from a Generalized Autoregressive Conditional Heteroskedasticity Variant of the Mixed-Data Sampling (GARCH-MIDAS) approach with variable selection
Chuang, O-Chia
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Econometrics : open access journal
12
(
2024
)
4
,
pp. 1-17
the
adaptive
LASSO
, involving the top five developed and developing countries each, chosen based on their ability to …
Persistent link: https://www.econbiz.de/10015272706
Saved in:
5
CAViaR model selection via
adaptive
lasso
Cai, Zongwu
;
Fang, Ying
;
Tian, Dingshi
-
2024
Persistent link: https://www.econbiz.de/10014521035
Saved in:
6
Financial uncertainty and gold market volatility : evidence from a GARCHMIDAS approach with variable selection
Chuang, O-Chia
;
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10015066787
Saved in:
7
Extracting relevant predictors of the severity of mental illnesses from clinical information using regularisation regression models
Kaushik, Sakshi
;
Sabharwal, Alka
;
Grover, Gurprit
- In:
Statistics in transition : an international journal of …
23
(
2022
)
2
,
pp. 129-152
predictors extracted by the
adaptive
LASSO
and the group of predictors extracted by the group LASSO were comparable to the …
Persistent link: https://www.econbiz.de/10013419432
Saved in:
8
Extracting relevant predictors of the severity of mental illnesses from clinical information using regularisation regression models
Kaushik, Sakshi
;
Sabharwal, Alka
;
Grover, Gurprit
- In:
Statistics in Transition new series (SiTns)
23
(
2022
)
2
,
pp. 129-152
quantitative predictors extracted by the
adaptive
LASSO
and the group of predictors extracted by the group LASSO were comparable to …
Persistent link: https://www.econbiz.de/10013444136
Saved in:
9
Cross-cryptocurrency return predictability
Guo, Li
;
Sang, Bo
;
Tu, Jun
;
Wang, Yu
- In:
Journal of economic dynamics & control
163
(
2024
),
pp. 1-33
Persistent link: https://www.econbiz.de/10015050816
Saved in:
10
Large spillover networks of nonstationary systems
Chen, Shi
;
Schienle, Melanie
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 422-436
Persistent link: https://www.econbiz.de/10015053412
Saved in:
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