Carregant...
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...
Guardat en:
| Publicat a: | J Econom |
|---|---|
| Autors principals: | , , |
| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
2020
|
| Matèries: | |
| Accés en línia: | 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 |
| Etiquetes: |
Afegir etiqueta
Sense etiquetes, Sigues el primer a etiquetar aquest registre!
|