Penalized Estimation of Panel Vector Autoregressive Models: A Panel LASSO Approach

Annika Camehl

Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic

Original languageEnglish
Place of PublicationRotterdam
EditionEconometric Institute report EI219-33
Publication statusPublished - 2019

Publication series

SeriesEconometric Institute report
VolumeEI219-33

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