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Subset selection for vector autoregressive processes via adaptive Lasso. (2010). Ren, Yunwen ; Zhang, Xinsheng.
In: Statistics & Probability Letters.
RePEc:eee:stapro:v:80:y:2010:i:23-24:p:1705-1712.

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  1. Penalized estimation of panel vector autoregressive models: A panel LASSO approach. (2023). Camehl, Annika.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:39:y:2023:i:3:p:1185-1204.

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  2. Machine learning advances for time series forecasting. (2023). Medeiros, Marcelo ; Masini, Ricardo P ; Mendes, Eduardo F.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:37:y:2023:i:1:p:76-111.

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  3. Machine Learning Advances for Time Series Forecasting. (2021). Medeiros, Marcelo ; Masini, Ricardo P ; Mendes, Eduardo F.
    In: Papers.
    RePEc:arx:papers:2012.12802.

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  4. Penalized Estimation of Panel Vector Autoregressive Models. (2019). Schnucker, A M.
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:122072.

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  5. Oracle M-Estimation for Time Series Models. (2017). Giurcanu, Mihai C.
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:38:y:2017:i:3:p:479-504.

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  6. Space-time short- to medium-term wind speed forecasting. (2016). Ambach, Daniel ; Croonenbroeck, Carsten.
    In: Statistical Methods & Applications.
    RePEc:spr:stmapp:v:25:y:2016:i:1:p:5-20.

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  7. Space-time short- to medium-term wind speed forecasting. (2016). Ambach, Daniel ; Croonenbroeck, Carsten.
    In: Statistical Methods & Applications.
    RePEc:spr:stmapp:v:25:y:2016:i:1:d:10.1007_s10260-015-0343-6.

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  8. Vorhersagen der Windgeschwindigkeit und Windenergie in Deutschland. (2016). Garthoff, Robert ; Ambach, Daniel.
    In: AStA Wirtschafts- und Sozialstatistisches Archiv.
    RePEc:spr:astaws:v:10:y:2016:i:1:p:15-36.

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  9. Vorhersagen der Windgeschwindigkeit und Windenergie in Deutschland. (2016). Garthoff, Robert ; Ambach, Daniel.
    In: AStA Wirtschafts- und Sozialstatistisches Archiv.
    RePEc:spr:astaws:v:10:y:2016:i:1:d:10.1007_s11943-016-0177-1.

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  10. Iteratively reweighted adaptive lasso for conditional heteroscedastic time series with applications to AR–ARCH type processes. (2016). Ziel, Florian.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:100:y:2016:i:c:p:773-793.

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  11. Efficient modeling and forecasting of electricity spot prices. (2015). Husmann, Sven ; Steinert, Rick ; Ziel, Florian.
    In: Energy Economics.
    RePEc:eee:eneeco:v:47:y:2015:i:c:p:98-111.

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  12. Iteratively reweighted adaptive lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes. (2015). Ziel, Florian.
    In: Papers.
    RePEc:arx:papers:1502.06557.

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  13. Efficient Modeling and Forecasting of the Electricity Spot Price. (2014). Steinert, Rick ; Ziel, Florian.
    In: Papers.
    RePEc:arx:papers:1402.7027.

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  14. Two-step adaptive model selection for vector autoregressive processes. (2013). Xiao, Zhiguo ; Ren, Yunwen ; Zhang, Xinsheng.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:116:y:2013:i:c:p:349-364.

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References

References cited by this document

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