Machine learning panel data regressions with heavy-tailed dependent data: theory and application (Q6090578)
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scientific article; zbMATH DE number 7767725
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Machine learning panel data regressions with heavy-tailed dependent data: theory and application |
scientific article; zbMATH DE number 7767725 |
Statements
Machine learning panel data regressions with heavy-tailed dependent data: theory and application (English)
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17 November 2023
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high-dimensional panels
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large \(N\) and \(T\) panels
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mixed-frequency data
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sparse-group LASSO
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fat tails
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