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Adaptive LASSO for selecting Fourier coefficients in a functional smooth time-varying cointegrating regression: An application to the Feldstein-Horioka puzzle

David Neto. Adaptive LASSO for selecting Fourier coefficients in a functional smooth time-varying cointegrating regression: An application to the Feldstein-Horioka puzzle. Mathematics and Computers in Simulation, 179:253-264, 2021. [doi]

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