"Adaptive LASSO for selecting Fourier coefficients in a functional smooth ..."

David Neto (2021)

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DOI: 10.1016/J.MATCOM.2020.08.011

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type: Journal Article

metadata version: 2023-09-30

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David Neto:
Adaptive LASSO for selecting Fourier coefficients in a functional smooth time-varying cointegrating regression: An application to the Feldstein-Horioka puzzle. Math. Comput. Simul. 179: 253-264 (2021)

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