Adaptive Unit Root Inference in Autoregressions using the Lasso Solution Path

Fuente: arXiv

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Bibliographic Details
Main Authors:	Arnold, Martin C., Reinschlüssel, Thilo
Format:	Preprint
Published:	2024
Subjects:	Methodology
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2404.06205