Detecting Structural Breaks in Foreign Exchange Markets by using the group LASSO technique
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- Yoga Sasmita & Heri Kuswanto & Dedy Dwi Prastyo, 2024. "State-Dependent Model Based on Singular Spectrum Analysis Vector for Modeling Structural Breaks: Forecasting Indonesian Export," Forecasting, MDPI, vol. 6(1), pages 1-18, February.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2022-03-14 (Econometrics)
- NEP-ETS-2022-03-14 (Econometric Time Series)
- NEP-ORE-2022-03-14 (Operations Research)
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