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      Adaptive LASSO estimation for ARDL models with GARCH innovations

      1 , 2

      Econometric Reviews

      Informa UK Limited

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          Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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            The Adaptive Lasso and Its Oracle Properties

             Hui Zou (2006)
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              Statistics for High-Dimensional Data

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                Author and article information

                Journal
                Econometric Reviews
                Econometric Reviews
                Informa UK Limited
                0747-4938
                1532-4168
                March 24 2017
                October 21 2017
                March 22 2017
                October 21 2017
                : 36
                : 6-9
                : 622-637
                Affiliations
                [1 ] Department of Economics, Pontifical Catholic University of Rio de Janeiro, Rio de Janeiro, Brazil
                [2 ] School of Applied Mathematics, Fundação Getulio Vargas, Rio de Janeiro, Brazil
                Article
                10.1080/07474938.2017.1307319
                © 2017

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