Structural breaks detection and variable selection in dynamic linear regression via the Iterative Fused LASSO in high dimension

Fuente: arXiv

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Bibliographic Details
Main Authors:	Milfont, Angelo, Veiga, Alvaro
Format:	Preprint
Published:	2025
Subjects:	Econometrics
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2502.20816