A restricted eigenvalue condition for unit-root non-stationary data
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- Ziwei Mei & Zhentao Shi, 2022. "On LASSO for High Dimensional Predictive Regression," Papers 2212.07052, arXiv.org, revised Jan 2024.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2022-10-03 (Econometrics)
- NEP-ETS-2022-10-03 (Econometric Time Series)
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