Oracle Properties, Bias Correction, and Bootstrap Inference for Adaptive Lasso for Time Series <i>M</i>‐Estimators (Q4606958)
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scientific article; zbMATH DE number 6848860
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Oracle Properties, Bias Correction, and Bootstrap Inference for Adaptive Lasso for Time Series <i>M</i>‐Estimators |
scientific article; zbMATH DE number 6848860 |
Statements
Oracle Properties, Bias Correction, and Bootstrap Inference for Adaptive Lasso for Time Series <i>M</i>‐Estimators (English)
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9 March 2018
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adaptive Lasso
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oracle properties
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bias correction
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bootstrap inference
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Taylor rule
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monetary policy model
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