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  • Search: subject:"penalized least squares"
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Year of publication
Subject
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penalized least squares 10 Penalized least squares 7 Time series analysis 5 Zeitreihenanalyse 5 Estimation theory 4 Group Lasso 4 Kalman filtering 4 Oracle property 4 Schätztheorie 4 linear model 4 moments estimation 4 state-space estimation 4 time-varying coefficients 4 Cluster analysis 3 Convergence club 3 Dynamic panel 3 Estimation 3 High dimensionality 3 Panel structure model 3 Parameter heterogeneity 3 Penalized GMM 3 Schätzung 3 Theorie 3 Theory 3 periodic sequence 3 temperature anomaly data 3 time-series analysis 3 Classification 2 Forecasting model 2 Functional principal component analysis 2 Kleinste-Quadrate-Methode 2 Least squares method 2 Nichtparametrisches Verfahren 2 Nonparametric estimation 2 Nonparametric statistics 2 Prognoseverfahren 2 State space model 2 Time-series analysis 2 Zustandsraummodell 2 ARCH model 1
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Online availability
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Free 18
Type of publication
All
Book / Working Paper 15 Article 3
Type of publication (narrower categories)
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Working Paper 8 Arbeitspapier 5 Graue Literatur 5 Non-commercial literature 5 Article in journal 2 Aufsatz in Zeitschrift 2 Article 1
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Language
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English 13 Undetermined 5
Author
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Schlicht, Ekkehart 5 Su, Liangjun 4 Linton, Oliver 3 Shang, Han Lin 3 Shi, Zhentao 3 Vogt, Michael 3 Phillips, Peter C. B. 2 Guerrero, Víctor M. 1 Hyndman, Rob J 1 Islas, A. 1 Ji, Kaiying 1 Leeb, Hannes 1 Phillips, Peter C.B. 1 Poetscher, Benedikt M. 1 Qian, Junhui 1 Silva, Eliud 1 Waltl, Sofie 1
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Institution
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Cowles Foundation for Research in Economics, Yale University 2 Department of Econometrics and Business Statistics, Monash Business School 2 School of Economics, Singapore Management University 2 Centre for Microdata Methods and Practice (CEMMAP) 1
Published in...
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Cowles Foundation Discussion Papers 2 Monash Econometrics and Business Statistics Working Papers 2 Working Papers / School of Economics, Singapore Management University 2 CEMMAP working papers / Centre for Microdata Methods and Practice 1 CeMMAP working papers 1 Cowles Foundation discussion paper 1 Discussion paper series / IZA 1 Graz economics papers : GEP 1 IZA Discussion Papers 1 Journal of forecasting 1 Journal of the Korean Statistical Society 1 Munich Discussion Paper 1 Münchener Wirtschaftswissenschaftliche Beiträge : VWL ; discussion papers 1 Romanian journal of economic forecasting 1 cemmap working paper 1
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Source
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ECONIS (ZBW) 7 RePEc 7 EconStor 4
Showing 1 - 10 of 18
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Forecasting intraday financial time series with sieve bootstrapping and dynamic updating
Shang, Han Lin; Ji, Kaiying - In: Journal of forecasting 42 (2023) 8, pp. 1973-1988
Persistent link: https://www.econbiz.de/10014432826
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VC: a method for estimating time-varying coefficients in linear models
Schlicht, Ekkehart - In: Journal of the Korean Statistical Society 50 (2021) 4, pp. 1164-1196
. The method calculates the conditional expectations of the coefficients, given the observations. A penalized least squares …
Persistent link: https://www.econbiz.de/10014501686
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VC - A Method For Estimating Time-Varying Coefficients in Linear Models
Schlicht, Ekkehart - 2020
. A penalized least squares estimation is linked to the GLS (Aitken) estimates of the corresponding linear model with time …
Persistent link: https://www.econbiz.de/10012180113
Saved in:
Cover Image
VC : a method for estimating time-varying coefficients in linear models
Schlicht, Ekkehart - 2020
. A penalized least squares estimation is linked to the GLS (Aitken) estimates of the corresponding linear model with time …
Persistent link: https://www.econbiz.de/10012161405
Saved in:
Cover Image
VC: A method for estimating time-varying coefficients in linear models
Schlicht, Ekkehart - 2019
. A penalized least squares estimation is linked to the GLS (Aitken) estimates of the corresponding linear model with time …
Persistent link: https://www.econbiz.de/10012271254
Saved in:
Cover Image
VC : a method for estimating time-varying coefficients in linear models
Schlicht, Ekkehart - 2019
. A penalized least squares estimation is linked to the GLS (Aitken) estimates of the corresponding linear model with time …
Persistent link: https://www.econbiz.de/10012134019
Saved in:
Cover Image
Forecasting remittances to Mexico with a multi-state Markov-Switching model applied to the trend with controlled smoothness
Islas, A.; Guerrero, Víctor M.; Silva, Eliud - In: Romanian journal of economic forecasting 22 (2019) 1, pp. 38-56
Persistent link: https://www.econbiz.de/10012021961
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A hedonic house price index in continuous time
Waltl, Sofie - 2015
Persistent link: https://www.econbiz.de/10010530597
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Identifying Latent Structures in Panel Data
Su, Liangjun; Shi, Zhentao; Phillips, Peter C.B. - Cowles Foundation for Research in Economics, Yale University - 2014
homogenous within a group and the group membership is unknown. Two approaches are considered -- penalized least squares (PLS) for …
Persistent link: https://www.econbiz.de/10011096428
Saved in:
Cover Image
Identifying Latent Structures in Panel Data
Su, Liangjun; Shi, Zhentao; Phillips, Peter C. B. - School of Economics, Singapore Management University - 2014
homogenous within a group and the group membership is unknown. Two approaches are considered — penalized least squares (PLS) for …
Persistent link: https://www.econbiz.de/10010887078
Saved in:
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