Page 366 - Special Topic Session (STS) - Volume 3
P. 366
STS550 Matteo Mogliani
11. Uematsu, Y., Tanaka, S., in press. High-dimensional macroeconomic
forecasting and variable selection via penalized regression. The
Econometrics Journal.
12. Wang, H., Leng, C., 2008. A note on adaptive group lasso. Computational
Statistics & Data Analysis 52 (12), 5277–5286.
13. Xu, X., Ghosh, M., 2015. Bayesian variable selection and estimation for
group lasso. Bayesian Analysis 10 (4), 909–936.
14. Zou, H., 2006. The adaptive lasso and its oracle properties. Journal of the
American Statistical Association 101 (476), 1418–1429.
15. Zou, H., Hastie, T., 2005. Regularization and variable selection via the
elastic net. Journal of the Royal Statistical Society: Series B (Statistical
Methodology) 67 (2), 301–320.
355 | I S I W S C 2 0 1 9