Model Selection Vector Autoregressive Processes via Partial Correlation adjusted Adaptive Lasso

Additional Metadata
Keywords	VAR; Adaptive Lasso; Partial Correlation
Thesis Advisor	Schnucker, A.M.
Persistent URL	hdl.handle.net/2105/53425
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Kooijman, S.P.A. (2020, November 13). Model Selection Vector Autoregressive Processes via Partial Correlation adjusted Adaptive Lasso. Econometrie. Retrieved from http://hdl.handle.net/2105/53425

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