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

Creative Commons License

Creative Commons Attribution-Noncommercial-No Derivative Works 4.0 License
This work is licensed under a Creative Commons Attribution-Noncommercial-No Derivative Works 4.0 License.

Included in

Econometrics Commons

Share

COinS