The Bayesian nested Lasso for mixed frequency regression models (Q6179127): Difference between revisions

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Latest revision as of 19:11, 30 December 2024

scientific article; zbMATH DE number 7789381
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The Bayesian nested Lasso for mixed frequency regression models
scientific article; zbMATH DE number 7789381

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    The Bayesian nested Lasso for mixed frequency regression models (English)
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    16 January 2024
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    lag selection
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    mixed frequency regression
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    nested Lasso
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    spike-and-slab priors
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