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LASSO extension: using the number of non-zero coefficients to test the global model hypothesis

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LASSO extension: using the number of non-zero coefficients to test the global model hypothesis

LASSO extension: using the number of non-zero coefficients to test the global model hypothesis

Uhlig, Carsten; Uhlig, Steffen (2023)

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Preprint: https://arxiv.org/pdf/2307.16374