An automated approach towards sparse single-equation cointegration modelling
Author:
Funder
Nederlandse Organisatie voor Wetenschappelijk Onderzoek
Publisher
Elsevier BV
Subject
Applied Mathematics,Economics and Econometrics
Reference50 articles.
1. Error-correction mechanism tests for cointegration in a single-equation framework;Banerjee;J. Time Series Anal.,1998
2. Forecasting with factor-augmented error correction models;Banerjee;Int. J. Forecast.,2014
3. Least squares after model selection in high-dimensional sparse models;Belloni;Bernoulli,2013
4. Valid post-selection inference;Berk;Ann. Statist.,2013
5. Testing for an unstable root in conditional and structural error correction models;Boswijk;J. Econometrics,1994
Cited by 10 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Predicting macroeconomic indicators from online activity data: A review;Statistical Journal of the IAOS;2024-06-11
2. On LASSO for high dimensional predictive regression;Journal of Econometrics;2024-06
3. Unraveling Korea’s Energy Challenge: The Consequences of Carbon Dioxide Emissions and Energy Use on Economic Sustainability;Sustainability;2024-03-01
4. Penalisation Methods in Fitting High‐Dimensional Cointegrated Vector Autoregressive Models: A Review;International Statistical Review;2023-09-19
5. Future directions in nowcasting economic activity: A systematic literature review;Journal of Economic Surveys;2023-07-25
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3