Automated Estimation of Heavy-Tailed Vector Error Correction Models (Q5041351)
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scientific article; zbMATH DE number 7601233
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Automated Estimation of Heavy-Tailed Vector Error Correction Models |
scientific article; zbMATH DE number 7601233 |
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Automated Estimation of Heavy-Tailed Vector Error Correction Models (English)
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13 October 2022
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cointegration
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heavy-tailed
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Lasso
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reduced rank LSE
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