Open AccessVariable Selection and Forecasting in High Dimensional Linear Regressions with Structural Breaks
Author(s) -
Alexander Chudík,
M. Hashem Pesaran,
Mahrad Sharifvaghefi
Publication year - 2021
Language(s) - English
DOI - 10.24149/gwp394r1
Subject(s) - feature selection , variable (mathematics) , econometrics , linear regression , statistics , mathematics , economics , computer science , artificial intelligence , mathematical analysis