Time-varying Lasso
type: Item
instance of: scholarly article
title: Time-varying Lasso
zbMATH Open document ID: 1401.62115
author: George Kapetanios
author: Filip Zikes
published in: Economics Letters
publication date: 2018-10-05T00:00:00Z
full work available at URL: timevarying-lasso(09ae7a40-20cd-44c6-8804-4323e5058cd3).html
Mathematics Subject Classification ID: 62J07
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6947798
zbMATH Keywords: large datasets
zbMATH Keywords: structural change
zbMATH Keywords: penalised regressions
zbMATH Keywords: Lasso
describes a project that uses: glmnet
MaRDI profile type: Publication
OpenAlex ID: W2800769252
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DOI: 10.1016/J.ECONLET.2018.04.029
description: scientific article; zbMATH DE number 6947798