Oracle Efficient Estimation and Forecasting With the Adaptive Lasso and the Adaptive Group Lasso in Vector Autoregressions

Callot LAF, Kock AB
26 June 2014
Scholarly edition
Oxford University Press (OUP)
,
pp.
238 - 266
No abstract available
Keywords:

3802 Econometrics

,

38 Economics

,

46 Information and Computing Sciences

,

49 Mathematical Sciences

,

4905 Statistics

,

4603 Computer Vision and Multimedia Computation

DOI
10.1093/acprof:oso/9780199679959.003.0010