Adaptive LASSO for selecting Fourier coefficients in a functional smooth time-varying cointegrating regression: An application to the Feldstein-Horioka puzzle.
David NetoPublished in: Math. Comput. Simul. (2021)
Keyphrases
- fourier coefficients
- linear regression
- model selection
- ridge regression
- fourier transform
- regression coefficients
- least squares
- regression model
- feature selection
- regression analysis
- sparse representation
- multiresolution
- generalized linear models
- image restoration
- variable selection
- regression method
- computational complexity
- support vector
- machine learning