Browsing All of EconStor by Author Li, Xinjue
Showing results 1 to 3 of 3
Year of Publication | Title | Author(s) |
2017 | Penalized adaptive method in forecasting with large information set and structure change | Li, Xinjue; Zbonakova, Lenka; Härdle, Wolfgang Karl |
2018 | Penalized Adaptive Forecasting with Large Information Sets and Structural Changes | Zbonakova, Lenka; Li, Xinjue; Härdle, Wolfgang Karl |
2019 | Combining Penalization and Adaption in High Dimension with Application in Bond Risk Premia Forecasting | Li, Xinjue; Zboňáková, Lenka; Wang, Weining; Härdle, Wolfgang Karl |