Search Results - subject:"penalized least square"

Did you mean: subject:"penalized least squares" (44 results)

A synthetic regression model for large portfolio allocation

Li, Gaorong; Huang, Lei; Yang, Jin; Zhang, Wenyang - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 4, pp. 1665-1677

Persistent link: https://www.econbiz.de/10013540427

Determining the number of groups in latent panel structures with an application to income and democracy

Lu, Xun; Su, Liangju - In: Quantitative Economics 8 (2017) 3, pp. 729-760

We consider a latent group panel structure as recently studied by Su, Shi, and Phillips (2016), where the number of groups is unknown and has to be determined empirically. We propose a testing procedure to determine the number of groups. Our test is a residual-based Lagrange multiplier-type...

Persistent link: https://www.econbiz.de/10011995502

Determining the number of groups in latent panel structures with an application to income and democracy

Lu, Xun; Su, Liangjun - In: Quantitative economics : QE ; journal of the … 8 (2017) 3, pp. 729-760

Persistent link: https://www.econbiz.de/10011801632

Coherent forecasting of mortality rates : a sparse vector-autoregression approach

Li, Hong - In: Astin bulletin : the journal of the International … 47 (2017) 2, pp. 563-600

Persistent link: https://www.econbiz.de/10011729627

Determining the number of groups in latent panel structures with an application to income and democracy

Lu, Xun; Su, Liangjun - In: Quantitative economics : QE ; journal of the … 8 (2017) 3, pp. 729-760

Persistent link: https://www.econbiz.de/10011804941