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Factor-Adjusted Regularized Model Selection

This paper studies model selection consistency for high dimensional sparse regression when data exhibits both cross-sectional and serial dependency. Most commonly-used model selection methods fail to consistently recover the true model when the covariates are highly correlated. Motivated by economet...

Deskribapen osoa

Gorde:
Xehetasun bibliografikoak
Argitaratua izan da:J Econom
Egile Nagusiak: Fan, Jianqing, Ke, Yuan, Wang, Kaizheng
Formatua: Artigo
Hizkuntza:Inglês
Argitaratua: 2020
Gaiak:
Sarrera elektronikoa:https://ncbi.nlm.nih.gov/pmc/articles/PMC7141573/
https://ncbi.nlm.nih.gov/pubmed/32269406
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.jeconom.2020.01.006
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