@article{variableselectioninhighdimensionallinear,
  title = {Variable Selection in High Dimensional Linear Regressions with Parameter Instability},
  author = {Alexander Chudik and M. Hashem Pesaran and Mahrad Sharifvaghefi},
  year = {2023},
  eprint = {2312.15494},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2312.15494v2},
}