Estimation in high-dimensional linear regression: Post-Double-Autometrics as an alternative to Post-Double-Lasso

Fuente: arXiv

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Bibliographic Details
Main Authors:	Hué, Sullivan, Laurent, Sébastien, Aiounou, Ulrich, Flachaire, Emmanuel
Format:	Preprint
Published:	2025
Subjects:	Econometrics Machine Learning
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2511.21257