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variable selection
Hector M. Nuñez
;
Jesús Otero
A one covariate at a time, multiple testing approach to variable selection in...
Chudik, Kapetanios, & Pesaran (Econometrica 2018, 86, 1479-1512) propose a one covariate at a time, multiple testing (OCMT) approach to variable selection in...
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