In this paper, we consider the problem of determining the number of structural changes in multiple linear regression models via group fused Lasso. We show that with probability tending to one, our ...

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 ...