11
views
0
recommends
+1 Recommend
0 collections
    0
    shares
      • Record: found
      • Abstract: not found
      • Article: not found

      Adaptive LASSO estimation for ARDL models with GARCH innovations

      1 , 2
      Econometric Reviews
      Informa UK Limited

      Read this article at

      ScienceOpenPublisher
      Bookmark
          There is no author summary for this article yet. Authors can add summaries to their articles on ScienceOpen to make them more accessible to a non-specialist audience.

          Related collections

          Most cited references14

          • Record: found
          • Abstract: not found
          • Article: not found

          Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

            Bookmark
            • Record: found
            • Abstract: not found
            • Article: not found

            The Adaptive Lasso and Its Oracle Properties

            Hui Zou (2006)
              Bookmark
              • Record: found
              • Abstract: not found
              • Book: not found

              Statistics for High-Dimensional Data

                Bookmark

                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
                29935b27-a0ab-4beb-98ce-76eff2a7e4e6
                © 2017
                History

                Comments

                Comment on this article