A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models
| Year of publication: |
2018
|
|---|---|
| Authors: | Chudik, A. ; Kapetanios, G. ; Pesaran, M. Hashem |
| Published in: |
Econometrica. - The Econometric Society, ISSN 0012-9682, ZDB-ID 1477253-X. - Vol. 86.2018, 4, p. 1479-1512
|
| Publisher: |
The Econometric Society |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.3982/ecta14176 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012097931