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Search: subject:"High-dimensional estimation"
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Estimation
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High-dimensional estimation
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high-dimensional estimation
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Meddahi, Nour
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Mucciante, Luca
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Journal of econometrics
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TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
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Estimation of an order book dependent hawkes process for large datasets
Mucciante, Luca
;
Sancetta, Alessio
-
2024
Persistent link: https://www.econbiz.de/10015338768
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2
Shrinkage estimation of network spillovers with factor structured errors
Higgins, Ayden
;
Martellosio, Federico
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 66-87
Persistent link: https://www.econbiz.de/10014340929
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3
Mark my words : the transmission of central bank communication to the general public via the print media
Munday, Tim
;
Brookes, James
-
2021
Persistent link: https://www.econbiz.de/10012795180
Saved in:
4
High-dimensional multivariate realized volatility estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
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5
Econometric estimation with high-dimensional moment equalities
Shi, Zhentao
- In:
Journal of econometrics
195
(
2016
)
1
,
pp. 104-119
Persistent link: https://www.econbiz.de/10011705235
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6
ℓ <Subscript>1</Subscript>-penalization for mixture regression models
Städler, Nicolas
;
Bühlmann, Peter
;
Geer, Sara
- In:
TEST: An Official Journal of the Spanish Society of …
19
(
2010
)
2
,
pp. 209-256
Persistent link: https://www.econbiz.de/10008674090
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