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Home | People | Annika Camehl
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Annika Camehl

Faculty

University
Erasmus University Rotterdam
Research field
Data Science
Interests
Applied Econometrics, Bayesian Econometrics, Time Series Econometrics

Publication

Camehl, A. (2023). Penalized estimation of panel vector autoregressive models: A panel LASSO approach International Journal of Forecasting, 39(3):1185--1204.