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ECONIS (ZBW)
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1
Estimation of large dimensional factor models with an unknown number of breaks
Ma, Shujie
;
Su, Liangjun
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012116087
Saved in:
2
Heterogeneous structural breaks in panel data models
Okui, Ryo
;
Wang, Wendun
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 447-473
Persistent link: https://www.econbiz.de/10012618524
Saved in:
3
Cross-validation for selecting a model selection procedure
Zhang, Yongli
;
Yang, Yuhong
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 95-112
Persistent link: https://www.econbiz.de/10011498762
Saved in:
4
Sparse linear models and l1-regularized 2SLS with high-dimensional endogenous regressors and instruments
Zhu, Ying
- In:
Journal of econometrics
202
(
2018
)
2
,
pp. 196-213
Persistent link: https://www.econbiz.de/10011974561
Saved in:
5
TENET : Tail-Event driven NETwork risk
Härdle, Wolfgang
;
Wang, Weining
;
Yu, Lining
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 499-513
Persistent link: https://www.econbiz.de/10011704738
Saved in:
6
Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models
Kock, Anders Bredahl
- In:
Journal of econometrics
195
(
2016
)
1
,
pp. 71-85
Persistent link: https://www.econbiz.de/10011705233
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7
L1-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors
Medeiros, Marcelo C.
;
Mendes, Eduardo F.
- In:
Journal of econometrics
191
(
2016
)
1
,
pp. 255-271
Persistent link: https://www.econbiz.de/10011598121
Saved in:
8
Oracle inequalities for high dimensional vector autoregressions
Kock, Anders Bredahl
;
Callot, Laurent
- In:
Journal of econometrics
186
(
2015
)
2
,
pp. 325-344
Persistent link: https://www.econbiz.de/10011349464
Saved in:
9
Irregular N2SLS and
LASSO
estimation of the matrix exponential spatial specification model
Jin, Fei
;
Lee, Lung-fei
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 336-358
Persistent link: https://www.econbiz.de/10012110393
Saved in:
10
ArCo : an artificial counterfactual approach for high-dimensional panel time-series data
Carvalho, Carlos Viana de
;
Masini, Ricardo
;
Medeiros, …
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 352-380
Persistent link: https://www.econbiz.de/10012116360
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