Identifying factors via automatic debiased machine learning
Esfandiar Maasoumi, Jianqiu Wang, Zhuo Wang, Ke Wu
| Year of publication: |
2024
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|---|---|
| Authors: | Maasoumi, Esfandiar ; Wang, Jianqiu ; Wang, Zhuo ; Wu, Ke |
| Published in: |
Journal of applied econometrics. - Chichester [u.a.] : Wiley, ISSN 1099-1255, ZDB-ID 1500458-2. - Vol. 39.2024, 3, p. 438-461
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| Subject: | automatic debiased machine learning | factor zoo | nonlinear SDF |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/jae.3031 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014517492