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Testing for co-nonlinearity

Hungnes, Håvard - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 3, pp. 339-353

Persistent link: https://www.econbiz.de/10011339430

Mining the factor zoo : estimation of latent factor models with sufficient proxies

Wan, Runzhe; Li, Yingying; Lu, Wenbin; Song, Rui - In: Journal of econometrics 239 (2024) 2, pp. 1-16

Persistent link: https://www.econbiz.de/10015074454

Reduced rank regression models in economics and finance

Cubadda, Gianluca; Hecq, Alain W. J. - 2021

Persistent link: https://www.econbiz.de/10013257759

Simultaneous dimension reduction and variable selection for multinomial logistic regression

Wen, Canhong; Li, Zhenduo; Dong, Ruipeng; Ni, Yijin; … - In: INFORMS journal on computing : JOC ; charting new … 35 (2023) 5, pp. 1044-1060

Persistent link: https://www.econbiz.de/10014422914

Sharp threshold detection based on sup-norm error rates in high-dimensional models

Callot, Laurent; Caner, Mehmet; Kock, Anders Bredahl; … - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 2, pp. 250-264

Persistent link: https://www.econbiz.de/10011704188

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

High‐dimensional macroeconomic forecasting and variable selection via penalized regression : editor's choice

Uematsu, Yoshimasa; Tanaka, Shinya - In: The econometrics journal 22 (2019) 1, pp. 34-56

Persistent link: https://www.econbiz.de/10012166649

Sparse quantile regression via l0-penalty

Honda, Toshio - 2023

Persistent link: https://www.econbiz.de/10014426265

Expected shortfall regression for high-dimensional additive models

Honda, Toshio; Peng, Po-Hsiang - 2025

Persistent link: https://www.econbiz.de/10015196326

A comparison of different nonparametric methods for inference on additive models

Dette, Holger; Lieres und Wilkau, Carsten von; … - 2001

In this article we highlight the main differences of available methods for the analysis of regression functions that are probably additive separable. We first discuss definition and interpretation of the most common estimators in practice. This is done by explaining the different ideas of...

Persistent link: https://www.econbiz.de/10009777472