A one covariate at a time, multiple testing approach to variable selection in high-dimensional linear regression models: A replication in a narrow sense
Sábado, 17 julio 2021
Héctor Nuñez, Profesor Investigador Titular de la División de Economía del CIDE, junto con Jesús Otero escribieron el artículo A one covariate at a time, multiple testing approach to variable selection in high-dimensional linear regression models: A replication in a narrow sense en el Journal of Applied Econometrics. Summary Chudik, Kapetanios, & Pesaran (Econometrica 2018, 86,
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