Shanglin Lu
Biographic Data
| ID | 8920814 |
|---|---|
| NAME | Shanglin Lu |
| GIVEN NAMES | Shanglin |
| FAMILY NAME | Lu |
| SIGNATURE | LU S |
| AFFILIATIONS | University of International Business and Economics |
| ORCID | 0000-0003-0324-9971 |
| VERIFIED | Yes |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| AUTHOR COUNT | 1 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2024 |
| LATEST PUBLICATION YEAR | 2024 |
| H-INDEX | 0 |
Variable Selection Based Testing for Parameter Changes in Regression with Autoregressive Dependence
We consider a regression model with autoregressive terms and propose significance tests for the detection of change points in this model. Our tests are applicable to both low- or moderate dimension and to high-dimension with sparse regressors. The dimension may be high from the practical point of view of economic and business applications, but in our theoretical framework it is fixed. To accommodate practically high dimension, variable selection …
No prominent works on this page.
Variable Selection Based Testing for Parameter Changes in Regression with Autoregressive Dependence
We consider a regression model with autoregressive terms and propose significance tests for the detection of change points in this model. Our tests are applicable to both low- or moderate dimension and to high-dimension with sparse regressors. The dimension may be high from the practical point of view of economic and business applications, but in our theoretical framework it is fixed. To accommodate practically high dimension, variable selection …
Artificial Intelligence (1 work) · Autoregressive model (1 work) · Computer Science (1 work) · Econometrics (1 work) · Economics (1 work) · Market Dynamics and Volatility (1 work) · Mathematics (1 work) · Model selection (1 work) · Monetary Policy and Economic Impact (1 work) · Portfolio (1 work)