Subset selection for vector autoregressive processes using Lasso

Overview of attention for article published in Computational Statistics & Data Analysis, March 2008

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OECD Journal: Journal of Business Cycle Measurement and Analysis, Volume 2012 Issue 2

Cited by Organisation for Economic Co-operation and Development (OECD) on 03 Apr 2013

an intergovernmental economic organisation with 38 member countries, founded in 1961 to stimulate economic progress and world trade

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