
Kapetanios, G. and Pesaran, M.H.
Comment on 'Fast sparse regression and classification'
International Journal of Forecasting
Vol. 28(3) pp. 739-740 (2012)
JEL Codes: C52, C20, C53
Author links: M. Hashem Pesaran
Publisher's Link: http://www.sciencedirect.com/science/article/pii/S0169207012000404