@article{structuralbreaksdetectionandvariable, title = {Structural breaks detection and variable selection in dynamic linear regression via the Iterative Fused LASSO in high dimension}, author = {Angelo Milfont and Alvaro Veiga}, year = {2025}, eprint = {2502.20816}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2502.20816v2}, }