Boosting high dimensional predictive regressions with time varying parameters (Q2043255)
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scientific article; zbMATH DE number 7376508
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| English | Boosting high dimensional predictive regressions with time varying parameters |
scientific article; zbMATH DE number 7376508 |
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Boosting high dimensional predictive regressions with time varying parameters (English)
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30 July 2021
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\(L_2\) boosting
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forecasting
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locally stationary
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parameter instability
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sparsity
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