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Duration: 12h. In this module, we will introduce generalized linear models (GLMs) through the study of binomial data. In particular, we will motivate the need for GLMs; introduce the binomial ...
Junhui Qian, Liangjun Su, SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES, Econometric Theory, Vol. 32, No. 6 (December 2016), pp. 1376-1433. ... In this paper, we consider ...