Donato Ceci

University of Rome Tor Vergata

Via di Tor Vergata

Rome, Lazio 00133

Italy

  • University of Rome Tor Vergata

SCHOLARLY PAPERS

1

DOWNLOADS

34

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

Actions:
Email selected abstracts
1.

A Horse Race in High Dimensional Space

CEIS Working Paper No. 452
Number of pages: 31 Posted: 15 Feb 2019
Paolo Andreini and Donato Ceci
University of Rome Tor Vergata and University of Rome Tor Vergata
Downloads 34 (465,589)

Abstract:

Loading...

Variable selection, High-dimensional time series, Dynamic factor models, Shrinkage methods, Cross-validation