Change point inference in high-dimensional regression models under temporal dependence
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Keywords
High-dimensional linear regression ; Change point inference ; Functional dependence ; Long-run variance ; Confidence interval;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2022-11-07 (Econometrics)
- NEP-ETS-2022-11-07 (Econometric Time Series)
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