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) - lasso (programming language) , section (typography) , martingale (probability theory) , mathematical proof , mathematics , feature selection , discrete mathematics , algorithm , computer science , calculus (dental) , combinatorics , econometrics , artificial intelligence , geometry , medicine , dentistry , world wide web , operating system
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