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In this paper we generalize different approaches of estimating the ridge parameter k proposed by Muniz et al. (Comput Stat, <CitationRef CitationID="CR16">2011</CitationRef>) to be applicable for logistic ridge regression (LRR). These new methods of estimating the ridge parameter in LRR are evaluated by means of Monte Carlo simulations...</citationref>
Persistent link: https://www.econbiz.de/10010989298
For testing unit root in single time series, most tests concentrate on the time domain. Recently, Fan and Gençay (Econom Theory 26:1305–1331, <CitationRef CitationID="CR8">2010</CitationRef>) proposed a wavelet ratio test which took advantage of the information from the frequency domain by using a wavelet spectrum methodology. This...</citationref>
Persistent link: https://www.econbiz.de/10010989293
Persistent link: https://www.econbiz.de/10005808979