Lasso inference for high-dimensional time series
Authors:
- Robert AdamekRARobert Adamek
- Stephan SmeekesSSStephan Smeekes
- Ines WilmsIWInes Wilms
Open Access
- 16 November 2022
- journal article
- research article
- Published by Elsevier in Journal of Econometrics
- Vol. 235 (2) , 1114-1143
Abstract
No abstract availableKeywords
Funding Information
- Nederlandse Organisatie voor Wetenschappelijk Onderzoek (452-17-010)
- Horizon 2020 Framework Programme
- Horizon 2020
- H2020 Marie Skłodowska-Curie Actions (832671)
- European Commission
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