Via di Tor Vergata
Rome, Lazio 00133
University of Rome Tor Vergata
Variable selection, High-dimensional time series, Dynamic factor models, Shrinkage methods, Cross-validation
This is a CEPR Discussion Paper. CEPR charges a fee of $8.00 for this paper.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
This page was processed by aws-apollo-5dc in 0.203 seconds