Variable selection in high dimensional linear regressions with parameter instability

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Publication:6664675

DOI10.1016/J.JECONOM.2024.105900MaRDI QIDQ6664675FDOQ6664675


Authors: Alexander Chudik, M. Hashem Pesaran, Mahrad Sharifvaghefi Edit this on Wikidata


Publication date: 16 January 2025

Published in: Journal of Econometrics (Search for Journal in Brave)








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