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Penalized Time Series Regression:

, In: Macroeconomic Forecasting in the Era of Big Data; Advanced Studies in Theoretical and Applied Econometrics,
Kock, Anders Bredahl ; Medeiros, Marcelo ; Vasconcelos, Gabriel - p. 193-228 , 2019
Link: https://doi.org/10.1007/978-3-030-31150-6_7