Variable Selection in High Dimensional Linear Regressions with Parameter Instability
Year of publication: |
2023
|
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Authors: | Chudik, Alexander ; Pesaran, M. Hashem ; Sharifvaghefi, Mahrad |
Publisher: |
[S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis |
Extent: | 1 Online-Ressource (137 p) |
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Series: | CESifo Working Paper ; No. 10223 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2023 erstellt |
Other identifiers: | 10.2139/ssrn.4338240 [DOI] |
Classification: | C22 - Time-Series Models ; C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications ; c55 |
Source: | ECONIS - Online Catalogue of the ZBW |
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