Guodong Li

The University of Hong Kong - Department of Statistics and Actuarial Science

Pokfulam Road

Hong Kong

China

SCHOLARLY PAPERS

3

DOWNLOADS

883

SSRN CITATIONS

8

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Network Vector Autoregression

Number of pages: 30 Posted: 13 May 2016
Peking University, Peking University, The University of Hong Kong - Department of Statistics and Actuarial Science, Xi'an Jiaotong University and Peking University - Guanghua School of Management
Downloads 883 (35,115)
Citation 8

Abstract:

Loading...

multivariate time series, ordinary least squares, social network, vector autoregression

2.

Regression Coefficients and Autoregressive Order Shrinkage and Selection Via the Lasso

Journal of Royal Statistical Society, Series B, Vol. 69, pp. 63-78, 2007
Posted: 02 Dec 2008
Hansheng Wang, Guodong Li and Chih-Ling Tsai
Peking University - Guanghua School of Management, The University of Hong Kong - Department of Statistics and Actuarial Science and University of California, Davis - Graduate School of Management

Abstract:

Loading...

ARX, Lasso, Oracle Estimator, REGAR

3.

Robust Regression Shrinkage and Consistent Variable Selection Via the LAD-Lasso

Journal of Business & Economics Statistics, Vol. 25, pp. 347-355, 2007
Posted: 02 Dec 2008
Hansheng Wang, Guodong Li and Guohua Jiang
Peking University - Guanghua School of Management, The University of Hong Kong - Department of Statistics and Actuarial Science and Peking University - Guanghua School of Management

Abstract:

Loading...

LAD, LAD-lasso, Lasso, Oracle property