High‐dimensional macroeconomic forecasting and variable selection via penalized regression
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: The Econometrics Journal
سال: 2019
ISSN: 1368-4221,1368-423X
DOI: 10.1111/ectj.12117