LASSO estimation of threshold autoregressive models

Journal of Econometrics 2015 / 12 Vol. 189; Iss. 2

LASSO estimation of threshold autoregressive models

Chan, Ngai Hang, Yau, Chun Yip, Zhang, Rong-Mao
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
189
Language:
english
Journal:
Journal of Econometrics
DOI:
10.1016/j.jeconom.2015.03.023
Date:
December, 2015
File:
PDF, 479 KB
english, 2015
Conversion to is in progress
Conversion to is failed