Penalised inference for lagged dependent regression in the presence of autocorrelated residuals (Q1640650)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Penalised inference for lagged dependent regression in the presence of autocorrelated residuals |
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Penalised inference for lagged dependent regression in the presence of autocorrelated residuals (English)
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14 June 2018
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time series
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high-dimensional models
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penalized likelihood
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