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 APA Style APA-ALL Style AAA 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). Model Selection Vector Autoregressive Processes via Partial Correlation adjusted Adaptive Lasso. In Econometrie.http://hdl.handle.net/2105/53425

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