This paper provides an alternative approach to penalized regression for model selection in the context of high-dimensional linear regressions where the number of covariates is large, often much larger ...

This course is an introduction to econometrics; it aims to present the theory and practice of empirical research in economics. Compared to EC221GC, this course relies on calculus instead of matrix ...

We provide methods for estimating and testing multiple structural changes occurring at unknown dates in linear models using band spectral regressions. We consider changes over time within some ...