Group fused Lasso for large factor models with multiple structural breaks
Autor: | Ma, Chenchen, Tu, Yundong |
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Zdroj: | In Journal of Econometrics March 2023 233(1):132-154 |
Databáze: | ScienceDirect |
Externí odkaz: |
Autor: | Ma, Chenchen, Tu, Yundong |
---|---|
Zdroj: | In Journal of Econometrics March 2023 233(1):132-154 |
Databáze: | ScienceDirect |
Externí odkaz: |