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) - covariate , feature selection , weighting , econometrics , selection (genetic algorithm) , variable (mathematics) , computer science , sample (material) , extant taxon , mathematics , artificial intelligence , mathematical analysis , medicine , chemistry , chromatography , evolutionary biology , biology , radiology
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