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Chan, Ngai Hang
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Estimation précoce de la croissance : de la
régression
LARS
au modèle à facteurs
Charpin, Françoise
-
Sciences économiques, Sciences Po
-
2009
séries mensuelles, ces dernières ayant été choisies par l’algorithme de la
régression
LARS
(Least Angle Regression). On suit …
Persistent link: https://www.econbiz.de/10011145830
Saved in:
2
LASSO estimation of threshold autoregressive models
Chan, Ngai Hang
;
Yau, Chun Yip
;
Zhang, Rong-Mao
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 285-296
Persistent link: https://www.econbiz.de/10011504532
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