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One Covariate at a time Multiple Testing (OCMT)
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high-dimensionality
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parameter instability
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variable selection
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Variable Selection in High Dimensional Linear Regressions with
Parameter
Instability
Chudik, Alexander
;
Pesaran, M. Hashem
;
Sharifvaghefi, Mahrad
-
2023
be used at the variable selection stage in the presence of
parameter
instability
, particularly when the number of …
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