Oracle Efficient Estimation and Forecasting with the Adaptive Lasso and the Adaptive Group Lasso in Vector Autoregressions

L.A.F. Callot, A.B. Kock

Research output: Chapter in Book / Report / Conference proceeding › Chapter › Academic

Original language	English
Title of host publication	Essays in Nonlinear Time Series Econometrics
Editors	N. Haldrup, M. Meitz, P. Saikkonen
Place of Publication	Oxford
Publisher	Oxford University press
Publication status	Published - 2014

Handle.net

@inbook{1023fba51d61436cb51c8c898f6863f3,

title = "Oracle Efficient Estimation and Forecasting with the Adaptive Lasso and the Adaptive Group Lasso in Vector Autoregressions",

author = "L.A.F. Callot and A.B. Kock",

year = "2014",

language = "English",

editor = "N. Haldrup and M. Meitz and P. Saikkonen",

booktitle = "Essays in Nonlinear Time Series Econometrics",

publisher = "Oxford University press",

}

Essays in Nonlinear Time Series Econometrics. ed. / N. Haldrup; M. Meitz; P. Saikkonen. Oxford : Oxford University press, 2014.

Research output: Chapter in Book / Report / Conference proceeding › Chapter › Academic