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 - 2021
Language(s) - English
DOI - 10.24149/gwp394suppr1
Subject(s) - mathematical proof , lasso (programming language) , section (typography) , notation , mathematics , selection (genetic algorithm) , matrix (chemical analysis) , feature selection , column (typography) , discrete mathematics , algorithm , combinatorics , computer science , artificial intelligence , arithmetic , programming language , geometry , materials science , connection (principal bundle) , composite material , operating system
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