Economic Predictions With Big Data: The Illusion of Sparsity (Q6100262)

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scientific article; zbMATH DE number 7684922
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Economic Predictions With Big Data: The Illusion of Sparsity
scientific article; zbMATH DE number 7684922

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    Economic Predictions With Big Data: The Illusion of Sparsity (English)
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    12 May 2023
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    variable selection
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    shrinkage
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    model uncertainty
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    high dimensionaldata
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