Publication Type
Working Paper
Publication Date
8-2014
Keywords
Change point, Fused Lasso, Group Lasso, Penalized least squares, Structural change
Discipline
Econometrics
Research Areas
Econometrics
Citation
QIAN, Junhui and SU, Liangjun.
Shrinkage Estimation of Regression Models with Multiple Structural Changes. (2014). Research Collection School Of Economics.
Available at: http://ink.library.smu.edu.sg/soe_research/1595
Creative Commons License
This work is licensed under a Creative Commons Attribution-Noncommercial-No Derivative Works 4.0 License.