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Latest revision as of 03:54, 31 July 2024

scientific article; zbMATH DE number 7633304
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English
Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions
scientific article; zbMATH DE number 7633304

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    Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions (English)
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    16 December 2022
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    coincident indicators
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    group Lasso
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    high-dimensionality
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    variable selection
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