Open AccessOnline Theory Supplement to "Variable Selection and Forecasting in High Dimensional Linear Regressions with Structural Breaks"
Author(s) -
Alexander Chudík,
M. Hashem Pesaran,
Mahrad Sharifvaghefi
Publication year - 2020
Language(s) - English
DOI - 10.24149/gwp394supp
Subject(s) - feature selection , econometrics , variable (mathematics) , linear regression , selection (genetic algorithm) , variables , statistics , computer science , economics , mathematics , artificial intelligence , mathematical analysis