Variable selection for high-dimensional regression models with time series and heteroscedastic errors (Q2305978): Difference between revisions
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| Property / author: Mei-Hui Guo / rank | |||
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| Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2020.01.009 / rank | |||
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Latest revision as of 02:46, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variable selection for high-dimensional regression models with time series and heteroscedastic errors |
scientific article |
Statements
Variable selection for high-dimensional regression models with time series and heteroscedastic errors (English)
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20 March 2020
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heteroscedasticity
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high-dimensional information criterion
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orthogonal greedy algorithm
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long-range dependence
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