Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions (Q5057240)
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scientific article; zbMATH DE number 7633304
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions |
scientific article; zbMATH DE number 7633304 |
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Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions (English)
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16 December 2022
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coincident indicators
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group Lasso
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high-dimensionality
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variable selection
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