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Latest revision as of 00:12, 28 July 2024

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A wavelet method for panel models with jump discontinuities in the parameters
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    A wavelet method for panel models with jump discontinuities in the parameters (English)
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    10 February 2022
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    Haar wavelets
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    adaptive Lasso
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    panel data
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    structural change
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    penalized IV
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    algorithmic trading
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    market efficiency
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