On LASSO for high dimensional predictive regression (Q6600010)
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scientific article; zbMATH DE number 7908577
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On LASSO for high dimensional predictive regression |
scientific article; zbMATH DE number 7908577 |
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On LASSO for high dimensional predictive regression (English)
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6 September 2024
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cointegration
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forecast
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macroeconomics
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time series
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unit root
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