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Faculty of Economics

Journal Cover

Kapetanios, G. and Pesaran, M.H.

Comment on 'Fast sparse regression and classification'

International Journal of Forecasting

Vol. 28(3) pp. 739-740 (2012)

JEL Codes: C52, C20, C53

Author links: M. Hashem Pesaran  

Publisher's Link: http://www.sciencedirect.com/science/article/pii/S0169207012000404



Papers and Publications



Recent Publications


Elliott, M. and Golub, B. A Network Approach to Public Goods Journal of Political Economy [2019]

Ambrus, A. and Elliott, M. Investments in Social Ties, Risk Sharing, and Inequality Review of Economic Studies [2020]

Biroli, P., Boneva, T., Raja, A. and Rauh, C. Parental Beliefs About Returns to Child Health Investments Journal of Econometrics [2020]

Linton, O. A coupled component DCS-EGARCH model for intraday and overnight volatility Journal of Econometrics [2020]