المؤلفون: LU, Xun, SU, Liangjun

المصدر: Research Collection School Of Economics

مصطلحات موضوعية: Adaptive Lasso, Dynamic panel, Factor selection, Group Lasso, Interactive fixed effects, Oracle property, Selection consistency, Econometrics

وصف الملف: application/pdf

العلاقة: https://ink.library.smu.edu.sg/soe_research/1908Test; https://ink.library.smu.edu.sg/context/soe_research/article/2907/viewcontent/ShrinkageEstimationDynamicPanelDataModels_2015_preprint.pdfTest

الإتاحة: https://doi.org/10.1016/j.jeconom.2015.09.005Test
https://ink.library.smu.edu.sg/soe_research/1908Test
https://ink.library.smu.edu.sg/context/soe_research/article/2907/viewcontent/ShrinkageEstimationDynamicPanelDataModels_2015_preprint.pdfTest

المؤلفون: Valentin Courgeau, Almut E. D. Veraart

مصطلحات موضوعية: Statistics and Probability, 62F12, 62F86, 62-09, Statistics & Probability, Central limit theorem, Adaptive Lasso, MODELS, Mathematics - Statistics Theory, Ornstein-Uhlenbeck processes, Statistics Theory (math.ST), VOLATILITY MATRIX ESTIMATION, Lévy process, FOS: Mathematics, DISTRIBUTIONS, Uniqueness, COVARIANCE, Mathematics, Discrete mathematics, Science & Technology, Stochastic volatility, 0104 Statistics, Estimator, Ornstein–Uhlenbeck process, Directed graph, DRIVEN, Continuous-time likelihood, ERGODICITY, STATISTICS, Multivariate Levy process, Graphical modelling, Physical Sciences, Maximum likelihood estimator, Graph (abstract data type)

الوصول الحر: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0aa4b8cfd1295c0fcf6926fc4897e3e3Test
http://hdl.handle.net/10044/1/91465Test

المؤلفون: Fan, Jianqing, Feng, Yang, Wu, Yichao

المصدر: The Annals of Applied Statistics, 2009 Jun 01. 3(2), 521-541.

الوصول الحر: https://www.jstor.org/stable/30244254Test

المؤلفون: Fan, Jianqing, Lv, Jinchi

المصدر: Journal of the Royal Statistical Society. Series B (Statistical Methodology), 2008 Nov 01. 70(5), 849-911.

الوصول الحر: https://www.jstor.org/stable/20203862Test

المؤلفون: Chang, Yoosoon, Kwak, Boreum

مصطلحات موضوعية: ddc:330, C13, C32, C38, E52, E58, E63, monetary and fiscal policy interactions, endogenous regime switching, adaptive LASSO, time-varying coefficient VAR, factor augmented VAR

العلاقة: Series: IWH Discussion Papers; No. 15/2017; https://hdl.handle.net/10419/247268Test; gbv-ppn:88953277X; http://hdl.handle.net/10419/161925Test; RePEc:zbw:iwhdps:152017

الإتاحة: http://hdl.handle.net/10419/161925Test

المؤلفون: Wang, Hansheng, Leng, Chenlei

المصدر: Journal of the American Statistical Association, 2007 Sep 01. 102(479), 1039-1048.

الوصول الحر: https://www.jstor.org/stable/27639944Test

المؤلفون: Zhang, Hao Helen, Lu, Wenbin

المصدر: Biometrika, 2007 Aug 01. 94(3), 691-703.

الوصول الحر: https://www.jstor.org/stable/20441405Test

المؤلفون: Belaid, Fateh, Rault, Christophe

المساهمون: Université catholique de Lille UCL, Université Catholique de Lille - Faculté de gestion, économie et sciences UCL FGES, Lille économie management - UMR 9221 LEM

مصطلحات موضوعية: Residential energy expenditure, Energy efficiency, Quantile regression, Adaptive lasso, Egypt

العلاقة: http://hdl.handle.net/20.500.12210/113883Test

الإتاحة: https://doi.org/20.500.12210/113883Test
https://hdl.handle.net/20.500.12210/113883Test

المؤلفون: HARDLE, Wolfgang Karl, LEE, David K. C., NASEKIN, Sergey, NI, Xinwen, PETUKINA, Alla

المصدر: Research Collection Lee Kong Chian School Of Business

مصطلحات موضوعية: adaptive lasso, portfolio optimisation, quantile regression, Value-at-Risk, tail events, Finance and Financial Management, Portfolio and Security Analysis

وصف الملف: application/pdf

العلاقة: https://ink.library.smu.edu.sg/lkcsb_research/4868Test; https://ink.library.smu.edu.sg/context/lkcsb_research/article/5867/viewcontent/TailEventDrivenAssetAllocation_2015.pdfTest

الإتاحة: https://ink.library.smu.edu.sg/lkcsb_research/4868Test
https://ink.library.smu.edu.sg/context/lkcsb_research/article/5867/viewcontent/TailEventDrivenAssetAllocation_2015.pdfTest

المؤلفون: RAPACH, David E., STRAUSS, Jack, Tu, Jun, ZHOU, Guofu

المصدر: Research Collection Lee Kong Chian School Of Business

مصطلحات موضوعية: Complex industry interdependencies, Predictive regression, Adaptive LASSO, Central node, Industry-rotation portfolio, Business cycle, Multifactor model, Principal components, Target-relevant factors, Business, Finance and Financial Management

وصف الملف: application/pdf

العلاقة: https://ink.library.smu.edu.sg/lkcsb_research/4515Test; https://ink.library.smu.edu.sg/context/lkcsb_research/article/5514/viewcontent/RapachStraussTu_2015Dec8_IndustryInterdependenciesXindustryReturnPred_WP.pdfTest

الإتاحة: https://ink.library.smu.edu.sg/lkcsb_research/4515Test
https://ink.library.smu.edu.sg/context/lkcsb_research/article/5514/viewcontent/RapachStraussTu_2015Dec8_IndustryInterdependenciesXindustryReturnPred_WP.pdfTest