A wavelet method for panel models with jump discontinuities in the parameters (Q2074601)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A wavelet method for panel models with jump discontinuities in the parameters |
scientific article; zbMATH DE number 7471877
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A wavelet method for panel models with jump discontinuities in the parameters |
scientific article; zbMATH DE number 7471877 |
Statements
A wavelet method for panel models with jump discontinuities in the parameters (English)
0 references
10 February 2022
0 references
Haar wavelets
0 references
adaptive Lasso
0 references
panel data
0 references
structural change
0 references
penalized IV
0 references
algorithmic trading
0 references
market efficiency
0 references
0 references
0 references
0 references
0 references
