Search Results - subject:"Group LASSO"

A penalized U-MIDAS multinomial logit model with applications to corporate credit ratings

Jiang, Cuixia; Sun, Junwei; Xu, Qifa - In: The North American journal of economics and finance : a … 76 (2025), pp. 1-8

Persistent link: https://www.econbiz.de/10015372679

Expected shortfall regression for high-dimensional additive models

Honda, Toshio; Peng, Po-Hsiang - 2025

Persistent link: https://www.econbiz.de/10015196326

Measuring non-R&D drivers of innovation: The case of SMEs in lagging regions

Reher, Leonie; Runst, Petrik; Thomä, Jörg; Bizer, Kilian - 2024

In order to better capture non-R&D based processes related to Learning by Doing, Using and Interacting (DUI) as a basis for policy advice, this paper empirically identifies DUI mode drivers of SME innovation. For the first time, a large set of conceptually derived indicators is used in a...

Persistent link: https://www.econbiz.de/10014577311

Measuring non-R&D drivers of innovation : the case of SMEs in lagging regions

Reher, Leonie; Runst, Petrik; Thomä, Jörg; Bizer, Kilian - 2024

Persistent link: https://www.econbiz.de/10014574081

Localized neural network modelling of time series : a case study on us monetary policy

Gao, Jiti; Liu, Fei; Peng, Bin; Yang, Yanrong - 2024

Persistent link: https://www.econbiz.de/10015073806

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

shrinkage and selection operator (LASSO), viz. adaptive and group LASSO are used for fitting the regression model. Optimal … 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

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

shrinkage and selection operator (LASSO), viz. adaptive and group LASSO are used for fitting the regression model. Optimal … 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

A regularized high-dimensional positive definite covariance estimator with high-frequency data

Cui, Liyuan; Hong, Yongmiao; Li, Yingxing; Wang, Junhui - In: Management science : journal of the Institute for … 70 (2024) 10, pp. 7242-7264

Persistent link: https://www.econbiz.de/10015143872

Panel data nowcasting : the case of price-earnings ratios

Babii, Andrii; Ball, Ryan T.; Ghysels, Eric; Striaukas, … - In: Journal of applied econometrics 39 (2024) 2, pp. 292-307

Persistent link: https://www.econbiz.de/10014517329

High-dimensional granger causality tests with an application to VIX and news

Babii, Andrii; Ghysels, Eric; Striaukas, Jonas - In: Journal of financial econometrics 22 (2024) 3, pp. 605-635

Persistent link: https://www.econbiz.de/10015045166