The Bayesian nested Lasso for mixed frequency regression models (Q6179127)
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scientific article; zbMATH DE number 7789381
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Bayesian nested Lasso for mixed frequency regression models |
scientific article; zbMATH DE number 7789381 |
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The Bayesian nested Lasso for mixed frequency regression models (English)
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16 January 2024
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lag selection
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mixed frequency regression
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nested Lasso
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spike-and-slab priors
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