Variable selection for high-dimensional regression models with time series and heteroscedastic errors (Q2305978): Difference between revisions

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-Mei-Hui Guo
@@ Property / author: Mei-Hui Guo / rank @@
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@@ Property / author @@
+Mei-Hui Guo
@@ Property / author: Mei-Hui Guo / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2020.01.009
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+W3005042655
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@@ Property / cites work @@
+Regularized estimation in sparse high-dimensional time series models
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