Time-varying Lasso (Q1787675)

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Time-varying Lasso
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    title
    Time-varying Lasso (English)
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    author
    George Kapetanios
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    Filip Zikes
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    publication date
    5 October 2018
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    zbMATH DE Number
    6947798
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    zbMATH Keywords
    large datasets
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    structural change
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    penalised regressions
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    Lasso
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    OpenAlex ID
    W2800769252
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