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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


Bhattacharya, D. and Shvets, J. Inferring Trade-Offs in University Admissions: Evidence from Cambridge Journal of Political Economy, accepted [2023]

Merrick Li, Z. and Linton, O. A ReMeDI for Microstructure Noise Econometrica [2022]

Ding, Y. A Simple Joint Model for Returns, Volatility and Volatility of Volatility Journal of Econometrics [2023]

Chen, J., Elliott, M. and Koh, A. Capability Accumulation and Conglomeratization in the Information Age Journal of Economic Theory [2023]