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]
@article{Neto21,
title = {Adaptive LASSO for selecting Fourier coefficients in a functional smooth time-varying cointegrating regression: An application to the Feldstein-Horioka puzzle},
author = {David Neto},
year = {2021},
doi = {10.1016/j.matcom.2020.08.011},
url = {https://doi.org/10.1016/j.matcom.2020.08.011},
researchr = {https://researchr.org/publication/Neto21},
cites = {0},
citedby = {0},
journal = {Mathematics and Computers in Simulation},
volume = {179},
pages = {253-264},
}