1. Citigroup: The blue rectangles correspond to the lags selected by the adaptive lasso. The top (bottom) axis contains the start (end) dates of the respective rolling windows;Lags selected by the adaptive lasso (top) and lags significant at the 95% significance level (bottom) for
2. Lags selected by the adaptive lasso (top) and lags significant at the 95% significance level (bottom) for Verizon: The blue rectangles correspond to the lags selected by the adaptive lasso. The top (bottom) axis contains the start (end) dates of the respective rolling windows;Figure
3. Trends in enrolment rates (1995-2007)
4. Exxon: The blue rectangles correspond to the lags selected by the adaptive lasso. The top (bottom) axis contains the start (end) dates of the respective rolling windows;Lags selected by the adaptive lasso (top) and lags significant at the 95% significance level (bottom) for