Testing for sparse idiosyncratic components in factor-augmented regression models (Q6664624)
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scientific article; zbMATH DE number 7968497
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| English | Testing for sparse idiosyncratic components in factor-augmented regression models |
scientific article; zbMATH DE number 7968497 |
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Testing for sparse idiosyncratic components in factor-augmented regression models (English)
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16 January 2025
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sparse plus dense
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high-dimensional inference
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LASSO
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factor models
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